******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241111_203915 produced at 2024-11-11 21:37:56.968315 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.88 0.0 0.00 0.00 0.00 0.00 -10.46 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -2.53 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.09 -0.15 0.0 999.00 -999.00 -0.09 -0.11 -26.34 999999999.0 -16 -19 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.12 0.0 0.73 -0.73 -0.08 -0.08 -4.77 29.0 -3 -3 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.10 0.0 0.64 -0.64 -0.15 -0.25 -2.06 13.0 -3 -5 caleb_strategy_v3 MXP False False 0.01 -0.07 -0.09 0.0 0.51 -0.51 -0.07 -0.06 -10.52 60.0 -8 -7 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -2.00 24.0 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 -2.20 16.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.07 0.0 0.04 -0.04 0.00 0.00 -6.44 4.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -2.15 12.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.00 -0.06 0.0 0.93 -0.93 0.00 -0.04 -1.66 25.0 0 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.07 -0.06 0.0 0.00 -0.07 -0.07 -0.07 -23.43 26.0 -24 -24 caleb_strategy_v3 EUR False False 0.05 -0.05 -0.05 0.0 0.65 -0.65 -0.05 -0.05 -1.13 14.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.09 -0.09 -0.05 -0.05 -6.89 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 -3.73 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.04 0.0 0.48 -0.48 -0.09 -0.11 -1.31 17.0 -3 -4 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.82 3.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 -0.04 -0.03 0.0 0.36 -0.36 -0.04 -0.04 -1.72 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 -2.52 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 -0.90 17.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.49 -0.49 0.00 0.00 -0.65 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.08 -0.08 0.00 -0.01 -2.62 8.0 0 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.16 7.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -2.31 9.0 -2 -2 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.02 0.0 0.33 -0.33 0.00 0.00 -0.42 8.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.02 0.0 0.44 -0.44 0.00 0.00 -1.06 21.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 -0.02 0.0 0.51 -0.51 0.00 0.00 -0.58 13.0 0 0 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.02 0.0 0.62 -0.62 -0.03 0.00 -0.59 22.0 -1 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.35 10.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.07 -0.07 0.00 0.00 -0.54 5.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.18 9.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.25 9.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.01 0.0 0.43 -0.43 0.00 -0.02 -0.65 19.0 0 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.20 -0.20 -0.05 0.00 -0.12 4.0 -1 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.16 19.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 -0.01 0.0 0.09 -0.09 0.00 -0.02 -0.63 4.0 0 -1 caleb_strategy_v3 BTP False False 0.04 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -0.28 10.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.33 999999999.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.01 0.0 0.17 -0.17 -0.01 -0.01 -4.25 51.0 -2 -2 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 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.36 -0.36 0.00 -0.02 -0.01 23.0 0 -1 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.10 -0.10 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.00 0.0 0.14 -0.14 0.02 0.02 0.23 18.0 2 2 caleb_strategy_v3 SILVER-mini False True 0.03 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 999999999.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.09 2.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.17 -0.00 0.0 0.26 -0.26 -0.17 -0.13 -0.11 6.0 -4 -3 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.04 0.00 0.0 0.51 -0.51 0.04 0.05 0.19 56.0 4 5 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.05 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.00 0.0 0.12 -0.12 0.00 -0.02 -0.04 5.0 0 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.02 -0.02 0.00 0.00 2.44 3.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.05 0.01 0.0 0.47 -0.47 0.05 0.00 0.27 10.0 1 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.03 0.01 0.0 0.34 -0.34 0.03 0.03 0.47 23.0 2 2 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.01 0.0 0.44 -0.44 0.03 0.03 0.53 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 5.72 68.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.05 0.02 0.0 0.66 -0.66 0.05 0.05 0.64 26.0 2 2 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.51 -0.51 0.00 0.00 1.98 66.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.02 0.0 0.50 -0.50 0.00 0.00 1.64 48.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.62 3.0 1 1 caleb_strategy_v3 SP400 False False 0.12 0.23 0.03 0.0 0.23 -0.23 0.23 0.23 0.24 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 9.38 59.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.42 -0.42 0.00 0.00 7.37 58.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.60 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.09 0.0 0.32 -0.32 0.04 0.05 10.33 36.0 4 5 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.14 0.0 0.16 -0.16 0.11 0.11 11.43 13.0 9 9 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.68 0.0 0.91 -0.91 0.00 0.00 7.43 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.7 Shocked risk 26.1 Sum abs risk 37.4 Leverage 3.76 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2872982.94, 'annual_cash_vol_target': 718245.735, 'daily_cash_vol_target': 44890.3584375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6572 0.7223 11.5564 BITCOIN 2396.9920 87070.0000 2.7529 44.0472 BOBL 0.2520 118.6500 0.2124 3.3978 BTP 0.5363 119.9000 0.4473 7.1572 BUND 0.4725 132.3800 0.3569 5.7109 BUXL 1.2604 133.2400 0.9460 15.1359 CAC 61.1415 7436.0000 0.8222 13.1558 CAD 0.0029 0.7190 0.4005 6.4077 CANOLA 8.4164 677.9000 1.2415 19.8646 CHF 0.0057 1.1399 0.5037 8.0590 COCOA 161.8625 7240.0000 2.2357 35.7707 COFFEE 4.5478 255.9500 1.7768 28.4292 COPPER 0.0729 4.2390 1.7191 27.5053 CORN 3.8645 445.7500 0.8670 13.8713 COTTON2 0.8935 72.3500 1.2350 19.7594 CRUDE_W 1.1567 66.6000 1.7367 27.7879 DAX 150.9986 19506.0000 0.7741 12.3858 DOW 348.5373 44460.0000 0.7839 12.5430 DX 0.4671 105.4100 0.4431 7.0899 EUR 0.0060 1.0670 0.5600 8.9596 EURIBOR-ICE 0.0480 97.9500 0.0490 0.7833 EUROSTX 44.2932 4856.0000 0.9121 14.5941 FEEDCOW 1.6303 240.1000 0.6790 10.8642 GASOIL 11.8846 656.0000 1.8117 28.9868 GASOLINE 0.0403 1.9421 2.0750 33.1998 GAS_US_mini 0.1014 3.1400 3.2302 51.6837 GBP 0.0071 1.2860 0.5510 8.8154 GOLD_micro 25.9864 2625.7000 0.9897 15.8351 HEATOIL 0.0416 2.2137 1.8797 30.0754 JGB-SGX-mini 0.2388 143.6800 0.1662 2.6592 JPY 0.0001 0.0065 0.7923 12.6763 LEANHOG 0.9025 85.8750 1.0509 16.8152 LIVECOW 1.0446 185.3250 0.5637 9.0185 LUMBER-new 7.6228 601.5000 1.2673 20.2769 MILK 0.2295 18.9200 1.2130 19.4087 MXP 0.0004 0.0487 0.9030 14.4474 NASDAQ_micro 184.3979 21175.0000 0.8708 13.9333 NIKKEI 483.6865 39670.0000 1.2193 19.5084 NZD 0.0042 0.5961 0.7011 11.2169 OAT 0.4757 125.0400 0.3804 6.0864 OATIES 6.4780 356.7500 1.8158 29.0532 OJ 7.2425 474.2000 1.5273 24.4370 PALLAD 29.3939 982.0000 2.9933 47.8923 PLAT 16.0159 968.2000 1.6542 26.4671 REDWHEAT 8.7458 572.5000 1.5276 24.4424 RICE 0.1326 14.8200 0.8947 14.3154 ROBUSTA 79.8038 4479.0000 1.7817 28.5077 RUSSELL 29.1476 2445.3000 1.1920 19.0718 SHATZ 0.0889 106.7750 0.0832 1.3320 SILVER-mini 0.6038 30.8625 1.9563 31.3004 SMI 92.4987 11923.0000 0.7758 12.4128 SOFR 0.0638 96.2100 0.0663 1.0607 SOYBEAN 9.5250 1044.2500 0.9121 14.5942 SOYMEAL 3.6133 300.2000 1.2036 19.2579 SOYOIL 0.7868 48.5000 1.6222 25.9550 SP400 30.8019 3341.7000 0.9217 14.7479 SP500_micro 41.9027 6025.5000 0.6954 11.1268 SUGAR11 0.3056 19.9100 1.5351 24.5624 US10 0.4230 109.9219 0.3848 6.1573 US10U 0.5810 113.1406 0.5135 8.2158 US2 0.1003 102.6680 0.0977 1.5633 US20 0.8791 117.6562 0.7471 11.9542 US30 1.3729 125.0000 1.0983 17.5727 US5 0.2574 106.7500 0.2411 3.8577 VIX 0.5834 16.5000 3.5355 56.5678 WHEAT 7.5520 625.7500 1.2069 19.3099 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 657.20 0.72 474.68 1.00 474.68 44890.36 94.57 -2.63 -24.91 BITCOIN 87.07 2.75 239.70 1.00 239.70 44890.36 187.28 4.63 86.65 BOBL 1186.50 0.21 251.97 1.08 271.56 44890.36 165.31 -0.94 -15.52 BTP 1199.00 0.45 536.34 1.08 578.04 44890.36 77.66 -1.06 -8.19 BUND 1323.80 0.36 472.51 1.08 509.25 44890.36 88.15 -7.28 -64.20 BUXL 1332.40 0.95 1260.44 1.08 1358.44 44890.36 33.05 -3.52 -11.63 CAC 743.60 0.82 611.41 1.08 658.95 44890.36 68.12 -9.25 -63.01 CAD 718.95 0.40 287.92 1.00 287.92 44890.36 155.91 -11.79 -183.78 CANOLA 135.58 1.24 168.33 0.72 121.22 44890.36 370.32 -4.72 -174.84 CHF 1424.88 0.50 717.69 1.00 717.69 44890.36 62.55 -12.69 -79.36 COCOA 724.00 2.24 1618.62 1.00 1618.62 44890.36 27.73 10.72 29.73 COFFEE 959.81 1.78 1705.42 1.00 1705.42 44890.36 26.32 -0.73 -1.91 COPPER 1059.75 1.72 1821.80 1.00 1821.80 44890.36 24.64 -1.22 -3.02 CORN 222.88 0.87 193.22 1.00 193.22 44890.36 232.32 -12.18 -283.01 COTTON2 361.75 1.23 446.75 1.00 446.75 44890.36 100.48 -17.33 -174.09 CRUDE_W 666.00 1.74 1156.67 1.00 1156.67 44890.36 38.81 -0.09 -0.34 DAX 195.06 0.77 151.00 1.08 162.74 44890.36 275.84 7.83 216.12 DOW 222.30 0.78 174.27 1.00 174.27 44890.36 257.59 3.31 85.31 DX 1054.10 0.44 467.09 1.00 467.09 44890.36 96.11 6.44 61.85 EUR 1333.75 0.56 746.87 1.00 746.87 44890.36 60.10 -7.22 -43.39 EURIBOR-ICE 2448.75 0.05 119.88 1.08 129.20 44890.36 347.44 6.27 217.95 EUROSTX 485.60 0.91 442.93 1.08 477.37 44890.36 94.04 -5.37 -50.48 FEEDCOW 1200.50 0.68 815.15 1.00 815.15 44890.36 55.07 -2.28 -12.57 GASOIL 656.00 1.81 1188.46 1.00 1188.46 44890.36 37.77 -3.86 -14.57 GASOLINE 815.68 2.07 1692.53 1.00 1692.53 44890.36 26.52 0.46 1.23 GAS_US_mini 78.50 3.23 253.57 1.00 253.57 44890.36 177.03 -12.22 -216.34 GBP 803.75 0.55 442.84 1.00 442.84 44890.36 101.37 -2.26 -22.91 GOLD_micro 262.57 0.99 259.86 1.00 259.86 44890.36 172.75 0.33 5.70 HEATOIL 929.75 1.88 1747.67 1.00 1747.67 44890.36 25.69 -7.41 -19.03 JGB-SGX-mini 143680.00 0.17 23879.31 0.01 155.19 44890.36 289.27 -0.70 -20.30 JPY 816.56 0.79 646.94 1.00 646.94 44890.36 69.39 -7.29 -50.57 LEANHOG 343.50 1.05 361.00 1.00 361.00 44890.36 124.35 15.12 188.06 LIVECOW 741.30 0.56 417.84 1.00 417.84 44890.36 107.43 1.48 15.87 LUMBER-new 165.41 1.27 209.63 1.00 209.63 44890.36 214.14 5.33 114.04 MILK 378.40 1.21 459.02 1.00 459.02 44890.36 97.80 -2.59 -25.34 MXP 243.30 0.90 219.69 1.00 219.69 44890.36 204.33 -3.51 -71.66 NASDAQ_micro 423.50 0.87 368.80 1.00 368.80 44890.36 121.72 1.65 20.09 NIKKEI 39670.00 1.22 48368.65 0.01 316.54 44890.36 141.82 6.73 95.39 NZD 596.10 0.70 417.90 1.00 417.90 44890.36 107.42 -3.79 -40.76 OAT 1250.40 0.38 475.65 1.08 512.63 44890.36 87.57 0.91 8.00 OATIES 178.38 1.82 323.90 1.00 323.90 44890.36 138.59 -0.28 -3.84 OJ 711.30 1.53 1086.38 1.00 1086.38 44890.36 41.32 7.03 29.05 PALLAD 982.00 2.99 2939.39 1.00 2939.39 44890.36 15.27 -0.91 -1.39 PLAT 484.10 1.65 800.79 1.00 800.79 44890.36 56.06 -1.83 -10.26 REDWHEAT 286.25 1.53 437.29 1.00 437.29 44890.36 102.66 -19.27 -197.79 RICE 296.40 0.89 265.19 1.00 265.19 44890.36 169.27 -15.65 -264.91 ROBUSTA 447.90 1.78 798.04 1.00 798.04 44890.36 56.25 -0.20 -1.10 RUSSELL 122.26 1.19 145.74 1.00 145.74 44890.36 308.02 5.60 172.49 SHATZ 1067.75 0.08 88.89 1.08 95.80 44890.36 468.58 -4.21 -197.34 SILVER-mini 771.56 1.96 1509.39 1.00 1509.39 44890.36 29.74 0.70 2.08 SMI 1192.30 0.78 924.99 1.15 1059.62 44890.36 42.36 -1.71 -7.23 SOFR 2405.25 0.07 159.45 1.00 159.45 44890.36 281.53 -6.11 -172.14 SOYBEAN 522.12 0.91 476.25 1.00 476.25 44890.36 94.26 -13.19 -124.36 SOYMEAL 300.20 1.20 361.33 1.00 361.33 44890.36 124.24 -20.00 -248.48 SOYOIL 291.00 1.62 472.06 1.00 472.06 44890.36 95.10 2.25 21.39 SP400 3341.70 0.92 3080.19 1.00 3080.19 44890.36 14.57 4.98 7.26 SP500_micro 301.28 0.70 209.51 1.00 209.51 44890.36 214.26 3.29 70.57 SUGAR11 222.99 1.54 342.33 1.00 342.33 44890.36 131.13 0.83 10.94 US10 1099.22 0.38 423.01 1.00 423.01 44890.36 106.12 -6.66 -70.72 US10U 1131.41 0.51 580.96 1.00 580.96 44890.36 77.27 -5.89 -45.52 US2 2053.36 0.10 200.63 1.00 200.63 44890.36 223.75 -8.93 -199.84 US20 1176.56 0.75 879.05 1.00 879.05 44890.36 51.07 -2.79 -14.25 US30 1250.00 1.10 1372.86 1.00 1372.86 44890.36 32.70 -2.63 -8.58 US5 1067.50 0.24 257.38 1.00 257.38 44890.36 174.41 -7.51 -130.93 VIX 165.00 3.54 583.36 1.00 583.36 44890.36 76.95 -13.87 -106.71 WHEAT 312.88 1.21 377.60 1.00 377.60 44890.36 118.88 -15.99 -190.15 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -24.914 0.010 2.5 -0.646 BITCOIN 86.647 0.043 2.5 9.383 BOBL -15.517 0.004 2.5 -0.157 BTP -8.194 0.014 2.5 -0.279 BUND -64.200 0.004 2.5 -0.651 BUXL -11.631 0.004 2.5 -0.118 CAC -63.006 0.014 2.5 -2.149 CAD -183.776 0.010 2.5 -4.768 CANOLA -174.842 0.010 2.5 -4.254 CHF -79.357 0.010 2.5 -2.059 COCOA 29.726 0.009 2.5 0.637 COFFEE -1.909 0.005 2.5 -0.022 COPPER -3.016 0.043 2.5 -0.327 CORN -283.011 0.010 2.5 -6.885 COTTON2 -174.090 0.009 2.5 -3.728 CRUDE_W -0.338 0.043 2.5 -0.037 DAX 216.121 0.014 2.5 7.371 DOW 85.308 0.009 2.5 1.983 DX 61.847 0.010 2.5 1.605 EUR -43.391 0.010 2.5 -1.126 EURIBOR-ICE 217.945 0.014 2.5 7.434 EUROSTX -50.480 0.014 2.5 -1.722 FEEDCOW -12.568 0.013 2.5 -0.416 GASOIL -14.574 0.017 2.5 -0.632 GASOLINE 1.225 0.017 2.5 0.053 GAS_US_mini -216.342 0.043 2.5 -23.427 GBP -22.905 0.010 2.5 -0.594 GOLD_micro 5.696 0.014 2.5 0.194 HEATOIL -19.026 0.017 2.5 -0.825 JGB-SGX-mini -20.298 0.043 2.5 -2.198 JPY -50.567 0.010 2.5 -1.312 LEANHOG 188.060 0.024 2.5 11.429 LIVECOW 15.875 0.013 2.5 0.526 LUMBER-new 114.040 0.009 2.5 2.442 MILK -25.341 0.009 2.5 -0.543 MXP -71.659 0.059 2.5 -10.518 NASDAQ_micro 20.088 0.009 2.5 0.467 NIKKEI 95.394 0.043 2.5 10.330 NZD -40.763 0.010 2.5 -1.058 OAT 7.999 0.014 2.5 0.273 OATIES -3.836 0.010 2.5 -0.093 OJ 29.051 0.009 2.5 0.622 PALLAD -1.392 0.014 2.5 -0.047 PLAT -10.261 0.014 2.5 -0.350 REDWHEAT -197.786 0.005 2.5 -2.624 RICE -264.907 0.010 2.5 -6.445 ROBUSTA -1.098 0.005 2.5 -0.013 RUSSELL 172.493 0.013 2.5 5.716 SHATZ -197.338 0.004 2.5 -2.001 SILVER-mini 2.084 0.014 2.5 0.071 SMI -7.228 0.014 2.5 -0.247 SOFR -172.135 0.024 2.5 -10.461 SOYBEAN -124.355 0.004 2.5 -1.157 SOYMEAL -248.475 0.004 2.5 -2.311 SOYOIL 21.388 0.004 2.5 0.199 SP400 7.260 0.013 2.5 0.241 SP500_micro 70.566 0.009 2.5 1.640 SUGAR11 10.940 0.009 2.5 0.233 US10 -70.725 0.005 2.5 -0.896 US10U -45.524 0.005 2.5 -0.577 US2 -199.838 0.005 2.5 -2.532 US20 -14.250 0.005 2.5 -0.181 US30 -8.585 0.005 2.5 -0.109 US5 -130.931 0.005 2.5 -1.659 VIX -106.713 0.099 2.5 -26.341 WHEAT -190.153 0.005 2.5 -2.522 ===================== Position diags ===================== AUD 2.45 BITCOIN 20.28 BOBL 1.68 BTP 2.65 BUND 0.89 BUXL 0.34 CAC 2.32 CAD 4.05 CANOLA 9.01 CHF 1.62 COCOA 0.59 COFFEE 0.31 COPPER 2.67 CORN 5.65 COTTON2 2.15 CRUDE_W 4.20 DAX 9.41 DOW 5.99 DX 2.49 EUR 1.56 EURIBOR-ICE 11.85 EUROSTX 3.21 FEEDCOW 1.82 GASOIL 1.64 GASOLINE 1.15 GAS_US_mini 19.17 GBP 2.63 GOLD_micro 5.89 HEATOIL 1.11 JGB-SGX-mini 31.32 JPY 1.80 LEANHOG 7.56 LIVECOW 3.56 LUMBER-new 4.59 MILK 2.09 MXP 29.99 NASDAQ_micro 2.83 NIKKEI 15.36 NZD 2.79 OAT 2.99 OATIES 3.37 OJ 0.88 PALLAD 0.52 PLAT 1.91 REDWHEAT 1.36 RICE 4.12 ROBUSTA 0.66 RUSSELL 10.21 SHATZ 4.75 SILVER-mini 1.01 SMI 1.44 SOFR 17.11 SOYBEAN 0.88 SOYMEAL 1.16 SOYOIL 0.89 SP400 0.48 SP500_micro 4.98 SUGAR11 2.79 US10 1.34 US10U 0.98 US2 2.84 US20 0.65 US30 0.41 US5 2.21 VIX 18.99 WHEAT 1.58 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.6 -0.9 -0.4 0.0 0 BITCOIN 9.4 7.4 11.4 0.0 0 BOBL -0.2 -0.3 0.0 0.0 0 BTP -0.3 -0.5 -0.0 0.0 0 BUND -0.7 -0.7 -0.6 0.0 0 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC -2.1 -2.4 -1.9 0.0 0 CAD -4.8 -5.2 -4.4 -3.0 -3 CANOLA -4.3 -5.2 -3.4 -2.0 -2 CHF -2.1 -2.2 -1.9 -3.0 -3 COCOA 0.6 0.6 0.7 2.0 2 COFFEE -0.0 -0.1 0.0 0.0 0 COPPER -0.3 -0.6 -0.1 -1.0 -1 CORN -6.9 -7.5 -6.3 -7.0 -7 COTTON2 -3.7 -3.9 -3.5 -4.0 -4 CRUDE_W -0.0 -0.5 0.4 0.0 0 DAX 7.4 6.4 8.3 0.0 0 DOW 2.0 1.4 2.6 0.0 0 DX 1.6 1.4 1.9 0.0 0 EUR -1.1 -1.3 -1.0 -1.0 -1 EURIBOR-ICE 7.4 6.2 8.6 0.0 0 EUROSTX -1.7 -2.0 -1.4 -2.0 -2 FEEDCOW -0.4 -0.6 -0.2 0.0 0 GASOIL -0.6 -0.8 -0.5 0.0 0 GASOLINE 0.1 -0.1 0.2 0.0 0 GAS_US_mini -23.4 -25.3 -21.5 -24.0 -24 GBP -0.6 -0.9 -0.3 -1.0 -1 GOLD_micro 0.2 -0.4 0.8 4.0 4 HEATOIL -0.8 -0.9 -0.7 -1.0 -1 JGB-SGX-mini -2.2 -5.3 0.9 0.0 0 JPY -1.3 -1.5 -1.1 -3.0 -3 LEANHOG 11.4 10.7 12.2 9.0 9 LIVECOW 0.5 0.2 0.9 1.0 1 LUMBER-new 2.4 2.0 2.9 0.0 0 MILK -0.5 -0.8 -0.3 0.0 0 MXP -10.5 -13.5 -7.5 -8.0 -8 NASDAQ_micro 0.5 0.2 0.7 2.0 2 NIKKEI 10.3 8.8 11.9 4.0 4 NZD -1.1 -1.3 -0.8 0.0 0 OAT 0.3 -0.0 0.6 1.0 1 OATIES -0.1 -0.4 0.2 NaN 0 OJ 0.6 0.5 0.7 1.0 1 PALLAD -0.0 -0.1 0.0 0.0 0 PLAT -0.3 -0.5 -0.2 0.0 0 REDWHEAT -2.6 -2.8 -2.5 0.0 0 RICE -6.4 -6.9 -6.0 NaN 0 ROBUSTA -0.0 -0.1 0.1 0.0 0 RUSSELL 5.7 4.7 6.7 0.0 0 SHATZ -2.0 -2.5 -1.5 NaN 0 SILVER-mini 0.1 -0.0 0.2 0.0 0 SMI -0.2 -0.4 -0.1 0.0 0 SOFR -10.5 -12.2 -8.8 NaN 0 SOYBEAN -1.2 -1.2 -1.1 -2.0 -2 SOYMEAL -2.3 -2.4 -2.2 -2.0 -2 SOYOIL 0.2 0.1 0.3 0.0 0 SP400 0.2 0.2 0.3 2.0 2 SP500_micro 1.6 1.1 2.1 0.0 0 SUGAR11 0.2 -0.0 0.5 2.0 2 US10 -0.9 -1.0 -0.8 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -2.5 -2.8 -2.2 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.1 -0.2 -0.1 -4.0 -4 US5 -1.7 -1.9 -1.4 0.0 0 VIX -26.3 -28.2 -24.4 -16.0 -16 WHEAT -2.5 -2.7 -2.4 -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 -0.4 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 -0.1 0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.1 -0.1 0.1 -0.2 0.1 -0.1 BITCOIN 0.4 0.4 -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 0.2 0.2 -2.7 0.1 0.2 0.1 0.2 0.2 0.1 -0.1 0.5 0.6 0.6 -0.0 0.1 -0.1 0.0 0.1 BOBL -0.6 -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 -0.0 0.0 -0.1 0.5 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.2 0.3 0.1 -0.5 -0.5 0.1 -0.0 BTP -0.6 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.3 -0.1 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 -0.0 0.2 -0.0 0.7 -0.0 0.4 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 -0.0 0.0 -0.1 0.2 -0.0 0.0 0.0 -0.0 0.0 -0.0 -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 0.1 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 0.1 0.4 0.4 0.4 -0.1 -0.7 -0.7 -0.2 -0.2 CAC -0.3 -0.1 -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 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.5 -0.6 -0.6 -0.5 0.1 0.2 -0.2 -0.1 CAD -0.3 -0.6 0.1 -0.1 -0.1 -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 -0.0 -0.1 -0.1 -0.3 0.2 -0.1 -0.5 -0.3 -0.1 -0.3 -0.2 -0.2 CANOLA 0.4 0.6 0.2 -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 -0.0 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 -0.2 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 0.1 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 0.5 0.3 0.2 0.3 0.7 0.7 0.7 0.7 COFFEE -0.2 -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 0.0 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 0.3 0.1 -0.1 0.5 -0.4 -0.3 -0.1 -0.0 COPPER -0.3 0.1 -0.1 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.0 -1.8 0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.2 -0.4 0.0 -0.1 0.6 0.4 0.4 0.7 CORN 0.1 0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 -0.5 0.1 -0.7 -0.0 -0.0 -0.2 -0.3 -0.2 -0.3 -0.1 -0.2 0.1 -0.5 0.0 -1.7 -0.1 0.1 -0.3 0.1 -0.6 0.0 -1.1 0.5 -0.0 -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 -0.0 -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 -0.0 -0.1 -0.0 -0.1 -0.0 -1.0 0.0 -0.2 -0.2 0.1 -0.6 -0.5 -0.4 -0.3 CRUDE_W 0.0 0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -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 -0.1 -0.1 -0.0 -0.1 -0.0 0.5 -0.0 -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 0.1 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 0.1 0.2 0.7 0.3 0.3 0.1 DOW -0.4 -0.1 0.3 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 -1.5 0.0 0.1 0.1 0.1 0.2 0.0 -0.4 0.5 0.3 0.4 0.6 0.2 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 0.2 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 0.0 0.0 0.3 0.0 0.4 EUR -0.2 -0.6 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 2.4 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.5 -0.2 -0.3 -0.4 -0.1 -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 0.1 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 -0.0 0.0 -0.1 0.2 -0.1 0.2 -0.5 -0.6 -0.4 -0.3 0.2 0.1 -0.7 -0.3 FEEDCOW -0.2 0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.1 -0.1 -0.2 -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 -0.6 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 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.5 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 0.0 -0.1 -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 -0.0 -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 -0.1 0.1 0.2 0.1 0.4 0.2 0.6 GAS_US_mini -0.1 0.0 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.5 -0.1 2.7 -0.1 0.0 -0.1 -0.0 -0.2 -0.1 -1.1 -0.3 -0.4 -0.6 -0.0 -0.4 -0.7 -0.3 -0.6 GBP -0.4 -0.6 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.1 0.4 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.1 0.0 0.1 0.1 0.2 0.2 -0.7 0.5 -0.7 GOLD_micro -0.6 -0.3 0.2 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.2 -0.1 0.5 0.0 -1.6 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.7 -0.3 0.2 0.4 0.6 0.7 0.0 0.6 0.2 HEATOIL 0.1 0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -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 0.0 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 -0.1 0.1 -0.1 0.0 0.3 0.3 0.3 0.3 -0.0 0.0 -0.0 0.1 -0.0 -1.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 0.1 0.3 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 -0.1 -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 -0.1 -0.1 -0.0 -0.3 -0.0 0.2 0.2 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 -0.4 0.4 0.2 -0.0 -0.1 -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 0.1 -0.1 0.2 -0.0 0.4 -0.5 -0.4 0.6 0.4 -0.2 0.7 0.0 0.7 LUMBER-new 0.6 0.7 0.4 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.2 -0.1 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 0.1 0.1 0.1 -0.1 0.1 -1.2 0.6 0.7 0.7 0.7 0.3 0.1 0.6 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 -0.1 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 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 1.1 -0.0 -0.2 0.1 -0.6 0.5 0.7 0.7 0.7 NASDAQ_micro 0.1 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 0.4 0.2 -2.7 0.0 0.1 0.1 0.1 0.2 0.1 -0.3 0.2 0.3 0.4 0.1 0.3 0.1 -0.3 -0.2 NIKKEI -0.0 0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.1 -1.0 0.0 0.0 -0.0 0.0 0.1 0.0 1.1 0.0 -0.0 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 -0.0 -0.0 -0.3 0.0 -0.1 OAT -0.5 -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 -0.0 -0.0 -0.1 0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.7 0.1 0.2 0.3 -0.0 -0.3 -0.5 0.3 0.2 OATIES -0.4 0.4 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 -0.4 0.1 0.2 0.0 0.0 0.0 0.1 0.1 0.1 -0.2 -0.0 0.0 -2.7 0.0 -0.2 0.1 -0.1 0.0 0.0 0.1 -0.5 0.0 0.2 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 -0.0 0.5 -0.1 0.7 0.0 0.1 0.3 0.2 0.3 0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 0.0 0.2 -0.0 0.6 -0.0 0.9 -0.5 0.1 -0.3 0.6 0.5 0.4 0.7 0.7 PALLAD -0.1 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 1.7 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.3 -0.3 -0.0 -0.1 0.1 -0.4 -0.7 -0.7 -0.7 PLAT -0.1 0.2 0.1 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.7 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.2 -0.2 0.2 -0.3 -0.1 -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 -0.2 -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 -0.1 -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 -0.1 0.2 -0.2 0.4 -0.2 -0.2 -0.2 0.4 -0.1 0.2 -0.2 -0.1 -0.2 0.1 -0.2 -2.1 -0.1 -0.0 -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 0.1 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 0.1 0.1 0.2 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 0.1 0.1 0.0 0.5 0.6 0.4 0.5 -0.1 -0.5 -0.7 -0.7 SHATZ -0.5 -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 0.0 0.3 0.3 0.3 -0.4 -0.5 -0.0 -0.2 SILVER-mini -0.2 0.1 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 0.0 0.1 -0.1 0.2 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 0.3 SMI -0.4 -0.3 -0.2 0.0 0.1 0.1 0.1 0.2 0.0 -0.0 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 1.1 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.6 -0.5 -0.6 -0.5 0.0 -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 -0.1 0.0 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.2 -0.0 -0.1 0.0 -0.2 -0.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.1 -0.4 -0.6 -0.3 0.0 -0.4 0.7 0.5 SOYBEAN 0.0 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 0.0 -0.5 -0.0 -2.7 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -0.3 0.4 -0.2 -0.4 -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 -0.4 -0.2 -0.5 -0.2 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.4 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.6 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 0.2 -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 -1.5 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.5 0.6 0.5 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 0.2 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 0.1 -0.5 0.2 0.3 0.4 0.4 0.3 0.1 -0.3 -0.2 SUGAR11 -0.4 0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.2 -0.1 -0.2 0.0 0.1 0.4 0.4 0.4 0.4 0.1 0.1 -0.1 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 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 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 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -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 -0.1 0.1 -0.2 -0.4 -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 -0.3 -0.4 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 -0.0 -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 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 0.3 0.1 -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 -0.1 -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 -0.1 -0.3 -0.5 -0.2 0.0 -0.7 0.5 0.1 VIX -0.5 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.6 -0.2 -0.2 -0.5 -0.6 -0.3 -0.5 -0.0 -0.0 -0.3 -0.3 -0.2 NaN -0.0 -0.2 0.0 -0.2 -0.1 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.1 -0.4 -0.1 -0.6 -0.2 0.0 -0.2 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.1 0.6 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -1.1 0.1 -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 -13.0 -11.6 2.5 -3.3 -5.1 -0.9 -4.5 0.3 -4.9 -9.6 0.1 -10.8 1.5 -14.4 -7.5 -0.2 -1.7 -0.5 -1.0 -7.3 -1.8 -6.2 0.3 -9.7 2.7 -3.4 -1.8 -0.7 -2.4 0.4 -4.4 -0.0 9.7 -2.5 3.9 -4.6 2.1 -7.0 4.1 -2.9 BITCOIN 12.2 13.0 -3.7 3.7 -11.3 2.5 -7.0 0.4 -0.2 20.0 6.7 20.0 11.9 20.0 17.7 -6.1 -6.7 -6.2 -6.4 17.9 9.0 20.0 8.6 20.0 -20.0 6.3 20.0 3.3 15.1 4.5 10.4 -2.2 20.0 20.0 20.0 -0.5 4.5 -1.8 1.4 2.4 BOBL -17.3 -14.9 8.8 -2.1 -1.0 -0.1 -2.7 0.6 -3.3 3.7 2.5 -5.4 -1.6 -8.2 -2.7 18.3 -4.5 10.4 1.6 -4.5 0.3 -3.7 0.2 -7.8 3.8 -1.7 2.0 0.5 -1.4 0.8 -3.1 -0.2 1.8 5.0 8.0 3.4 -14.9 -15.1 2.6 -0.8 BTP -19.9 -8.8 4.2 -3.5 -1.7 -0.1 -4.4 0.9 -5.5 -0.8 10.4 -12.8 15.2 -11.8 2.3 7.4 5.1 6.5 5.3 -0.4 7.6 -9.0 10.5 -9.3 -20.0 0.5 1.9 4.5 -4.2 5.9 -4.3 12.6 -1.8 11.7 20.0 9.6 -18.3 -12.7 6.9 10.9 BUND -17.4 -15.8 4.7 -2.6 -1.3 -0.1 -3.2 0.7 -4.1 4.3 2.1 -8.4 0.7 -11.2 -5.8 -20.0 -7.0 -17.4 -12.1 -6.7 -0.6 -5.5 0.4 -10.4 1.1 -2.6 2.4 0.1 -2.2 1.1 -4.2 -11.8 3.8 4.4 8.9 0.5 -20.0 -18.5 -0.1 -0.7 BUXL -8.3 -11.0 2.8 -2.8 -1.3 -0.1 -3.4 0.7 -4.3 9.0 0.1 -5.1 0.0 -9.8 -6.4 0.3 -1.4 -0.1 -0.9 -5.0 -1.8 -0.8 -1.6 -5.5 -2.0 -2.7 4.6 -0.4 -0.4 0.7 -3.2 1.8 16.5 11.3 12.5 -1.8 -20.0 -20.0 -6.1 -6.9 CAC -10.1 -1.8 -5.7 3.4 14.3 4.9 9.3 7.3 4.2 -6.9 -10.5 -14.0 -1.6 -15.9 -4.2 -5.1 -3.4 -5.4 -4.6 -9.7 -8.7 -10.8 -3.9 -12.1 -7.3 -5.1 -1.8 -4.1 -6.3 -0.7 -6.7 4.3 -20.0 -20.0 -18.2 -15.2 4.3 5.6 -7.2 -3.1 CAD -9.6 -17.3 2.9 -4.6 -7.1 -1.3 -6.3 0.5 -6.8 -9.9 -14.2 -14.6 -16.8 -20.0 -19.0 -6.2 -4.2 -5.5 -4.9 -19.3 -12.0 -11.4 -8.6 -20.0 -0.1 -6.6 -2.3 -3.8 -3.9 -2.4 -7.0 -5.4 6.6 -3.3 -15.1 -10.8 -1.7 -8.0 -5.4 -5.3 CANOLA 12.8 19.3 4.7 -0.1 0.5 -1.9 0.3 -3.1 0.4 7.8 0.2 7.7 -6.6 8.8 3.8 -17.2 -12.2 -15.4 -14.3 5.8 0.4 8.0 -5.3 7.8 -15.9 2.8 3.5 1.1 2.6 -1.4 3.0 -20.0 3.5 18.2 13.7 10.1 -5.4 -12.3 0.1 -7.4 CHF -13.2 -20.0 6.7 -3.1 -4.7 -0.8 -4.1 0.3 -4.5 -13.0 2.0 -13.3 -2.3 -14.8 -5.8 -15.4 -16.1 -15.4 -15.5 -9.7 -1.4 -17.9 0.8 -15.9 4.3 -3.4 -7.8 -0.2 -6.8 0.8 -5.9 -20.0 -18.3 -8.9 -12.6 10.8 -11.5 -12.9 -20.0 -13.4 COCOA 1.5 1.5 7.9 -0.2 -1.7 -1.6 -0.7 -2.6 -0.0 6.3 1.2 5.9 4.1 5.7 5.5 20.0 20.0 20.0 20.0 5.7 6.6 7.2 11.0 6.5 -20.0 2.6 3.4 3.6 2.9 7.0 2.7 20.0 19.0 8.8 6.7 10.7 20.0 20.0 20.0 20.0 COFFEE -7.7 -9.5 3.4 -0.4 -4.1 -3.8 -1.6 -6.3 -0.1 8.9 13.1 4.2 16.0 -6.1 3.9 1.4 4.9 2.4 3.6 4.0 12.3 7.7 17.9 1.7 -20.0 2.1 9.5 6.9 5.9 11.5 1.5 4.1 14.0 4.2 -4.6 14.7 -11.0 -7.6 -2.2 -0.4 COPPER -8.2 2.8 -3.3 1.8 -5.7 1.3 -3.5 0.2 -0.1 -7.4 -3.3 -5.3 -0.2 -4.2 1.4 -4.0 -3.3 -3.8 -3.3 -0.1 1.0 -5.2 2.3 -2.4 -13.7 1.0 -4.7 1.8 -2.9 2.3 -0.9 3.6 10.1 -10.9 0.6 -4.2 17.0 10.8 12.8 19.8 CORN 2.5 6.0 -7.2 -0.5 -5.1 -4.7 -2.0 -7.7 -0.1 12.5 -17.4 11.1 -20.0 -4.5 -2.2 -8.7 -14.3 -12.4 -14.6 -7.3 -20.0 9.0 -20.0 1.0 -12.8 -4.8 6.7 -10.5 6.0 -15.5 0.4 -20.0 19.7 -0.2 -12.8 -9.7 7.4 -2.7 12.6 1.3 COTTON2 -5.4 3.3 8.7 -0.4 -4.5 -4.2 -1.8 -6.9 -0.1 -0.2 -16.9 -8.4 -17.8 -8.9 1.5 -16.0 -6.8 -13.9 -10.8 -3.6 -9.3 -2.6 -17.3 -4.6 -20.0 -2.2 -0.5 -3.3 -1.4 -4.1 -3.0 -18.3 0.7 -5.1 -6.0 2.1 -17.8 -13.9 -11.5 -9.2 CRUDE_W 1.1 4.6 -11.4 -1.2 -4.7 -3.3 -0.6 -2.6 0.3 -1.2 -7.3 -0.2 -2.6 -0.9 -5.2 3.2 10.5 6.2 8.7 -4.3 -6.6 -1.4 -3.7 -1.2 -1.4 -1.6 -6.2 -3.6 -1.3 -2.6 -0.6 9.0 -1.8 -1.2 -3.5 1.5 -2.1 8.1 -2.0 12.6 DAX -13.6 6.4 5.9 3.3 14.1 4.8 9.1 7.1 4.1 6.4 14.5 -4.8 17.2 5.7 14.7 -8.4 -9.9 -8.5 -9.0 8.7 11.8 -0.3 13.9 1.7 9.0 3.6 4.1 5.6 -0.7 7.9 0.2 -5.3 -20.0 -10.4 3.7 7.1 20.0 9.2 9.1 2.6 DOW -13.1 -2.4 7.7 2.4 10.1 3.5 6.5 5.1 3.0 12.8 12.0 9.7 13.5 9.2 11.5 -9.7 -10.6 -9.9 -10.1 10.7 11.3 20.0 11.5 12.6 -11.4 4.1 10.4 4.6 7.6 5.1 4.4 -6.9 20.0 9.8 11.1 20.0 7.2 4.6 -12.8 -8.4 DX 11.4 20.0 -4.7 -3.3 -5.1 -0.9 -4.5 0.3 -4.8 13.7 3.4 13.2 5.6 15.4 11.6 6.2 6.6 6.2 6.3 13.3 4.4 17.6 0.9 17.9 -20.0 4.2 6.4 1.3 5.6 0.2 5.7 13.6 20.0 20.0 20.0 0.3 0.6 7.9 0.6 11.0 EUR -5.7 -19.9 1.3 -3.3 -5.1 -0.9 -4.5 0.3 -4.8 -14.1 -5.0 -12.1 -4.1 -14.4 -12.1 -6.8 -7.1 -6.8 -6.9 -10.4 -4.2 -16.2 -1.0 -13.8 18.2 -4.3 -8.8 -1.4 -6.6 0.2 -5.7 -9.5 -10.3 -7.9 -12.0 -1.6 -3.5 -17.5 -8.0 -20.0 EURIBOR-ICE -13.7 -12.1 11.9 -1.8 -0.9 -0.1 -2.3 0.5 -2.9 6.1 5.7 -0.6 5.6 -3.5 3.4 5.3 -0.5 4.2 2.0 1.5 5.3 1.7 5.4 -1.5 10.8 0.8 4.3 2.7 0.7 2.8 -0.7 5.0 6.8 12.0 12.8 10.3 -6.5 -16.3 9.3 5.7 EUROSTX -12.4 -0.4 -3.8 3.0 12.7 4.4 8.2 6.4 3.7 -8.5 2.3 -12.5 11.2 -9.8 3.0 -3.8 -3.3 -4.0 -4.0 -4.3 -0.2 -11.7 5.8 -9.7 -2.8 -2.8 -3.7 0.1 -7.3 4.7 -6.1 4.7 -20.0 -20.0 -12.0 -10.1 6.0 2.9 -19.6 -9.4 FEEDCOW -5.7 20.0 -7.9 -0.5 -5.0 -4.6 -2.0 -7.6 -0.1 -12.1 -5.3 -14.4 -12.8 10.7 2.9 15.0 -5.3 15.9 8.3 3.2 -7.4 -7.7 -13.8 0.6 -11.0 0.6 -4.3 -2.9 -3.4 -4.4 -0.4 -1.5 -20.0 -17.2 20.0 -20.0 14.4 20.0 20.0 20.0 GASOIL 3.7 8.7 -14.2 -1.0 -4.2 -2.9 -0.5 -2.3 0.3 -4.6 -11.0 -1.1 -5.2 0.3 -7.4 0.3 6.8 1.2 2.5 -5.0 -9.1 -1.3 -6.3 -0.3 3.7 -2.9 -5.6 -5.3 -0.7 -4.0 -0.3 0.1 0.7 -4.0 -3.9 -8.7 0.2 -7.9 1.9 -12.8 GASOLINE -0.9 8.7 -10.2 -1.0 -4.0 -2.8 -0.5 -2.2 0.3 -2.2 -6.5 -1.3 -1.3 -0.9 -1.9 0.3 20.0 11.2 20.0 -1.8 -3.6 -1.7 -1.5 -0.4 -19.1 0.4 -5.0 -0.6 -1.1 -0.0 0.3 20.0 -1.8 -1.8 2.0 6.9 2.7 10.7 6.4 18.2 GAS_US_mini -4.0 0.4 9.6 -1.3 -5.2 -3.6 -0.6 -2.9 0.3 3.1 -17.7 -10.6 -19.4 -15.5 -15.7 -20.0 -20.0 -20.0 -20.0 -12.1 -12.2 -5.9 -18.3 -12.1 20.0 -5.6 4.0 -4.9 -2.8 -5.8 -5.9 -20.0 -13.6 -12.2 -20.0 -0.7 -12.6 -20.0 -8.3 -17.4 GBP -11.1 -17.2 2.8 -3.9 -6.0 -1.1 -5.3 0.4 -5.7 -13.9 6.9 -11.9 10.6 -17.1 -4.3 0.4 -0.3 0.4 0.1 -5.0 3.6 -9.4 7.7 -10.1 -1.9 -2.3 -6.0 2.6 -4.9 5.0 -5.2 2.2 0.0 4.0 3.9 7.7 4.9 -20.0 15.4 -20.0 GOLD_micro -20.0 -8.8 6.2 2.5 -7.6 1.7 -4.7 0.3 -0.2 -12.1 14.2 -7.5 15.1 3.8 11.8 -13.0 -13.5 -13.3 -13.0 12.5 17.4 -14.6 17.9 1.0 -12.1 4.2 -8.7 5.4 -4.8 5.5 0.5 -13.6 -13.9 6.2 13.8 20.0 20.0 1.3 17.2 6.8 HEATOIL 4.0 12.4 -10.7 -1.0 -4.0 -2.8 -0.5 -2.2 0.3 -1.6 -10.6 -0.2 -8.0 -2.5 -6.7 -2.4 2.7 -3.8 -2.8 -3.5 -7.8 -0.8 -6.9 0.3 -17.7 -0.6 -4.6 -3.2 -0.5 -3.2 0.7 -8.3 1.8 0.3 0.7 -0.3 -1.5 3.7 0.1 5.4 JGB-SGX-mini -6.8 -10.4 8.3 -2.1 -1.8 0.0 -3.1 0.6 -3.4 -7.1 4.2 -4.9 3.1 -7.3 2.9 16.9 16.2 14.1 14.7 -0.9 2.1 -4.8 2.3 -3.5 -11.1 -0.6 -4.6 0.7 -2.7 0.2 -1.9 20.0 5.5 9.8 12.2 5.5 -20.0 -9.8 -20.0 -4.8 JPY -14.6 -20.0 10.0 -1.7 -2.6 -0.5 -2.3 0.2 -2.5 -2.2 -1.1 -5.4 -3.8 -7.9 -4.5 -10.4 -13.9 -11.0 -12.1 -7.6 -3.4 -5.6 -3.8 -9.0 20.0 -2.0 -1.2 -0.8 -1.7 -1.0 -2.6 -20.0 1.7 -3.0 -12.2 7.8 -19.5 -20.0 -15.1 -20.0 LEANHOG 14.5 20.0 20.0 -0.5 -5.6 -5.2 -2.2 -8.6 -0.1 18.1 6.0 20.0 0.4 20.0 20.0 -20.0 15.6 14.9 20.0 20.0 20.0 20.0 0.1 20.0 1.7 8.8 3.5 5.2 5.6 1.0 8.6 20.0 20.0 20.0 20.0 20.0 1.5 -5.1 5.7 0.9 LIVECOW -11.6 13.6 6.5 -0.5 -5.6 -5.2 -2.2 -8.5 -0.1 -20.0 20.0 -20.0 16.3 11.2 18.2 -7.4 6.5 -0.6 4.5 14.9 19.3 -15.8 17.6 -0.5 -20.0 3.9 -9.4 5.5 -7.3 6.4 -1.5 7.3 -20.0 -13.8 20.0 11.0 -5.8 20.0 1.2 20.0 LUMBER-new 15.3 18.5 10.4 -0.4 -4.3 -4.0 -1.7 -6.3 -0.1 16.5 -4.7 17.7 -9.1 19.2 19.1 -20.0 -18.5 -19.4 -18.8 18.3 5.0 20.0 -6.9 20.0 NaN 6.3 7.2 2.2 8.9 -1.4 8.7 -20.0 20.0 20.0 20.0 20.0 7.6 2.2 14.4 7.6 MILK -20.0 -20.0 12.8 -0.3 -3.3 -3.1 -1.3 -5.1 -0.1 -13.5 9.6 -15.2 9.0 -15.3 -2.3 5.2 -2.6 16.9 10.4 -8.9 7.4 -20.0 10.4 -20.0 15.6 -2.8 -6.2 1.5 -7.0 2.1 -6.3 2.1 -20.0 -20.0 -20.0 12.4 -4.4 -20.0 1.2 -20.0 MXP -3.7 0.6 -15.7 -2.8 -4.3 -0.8 -3.8 0.3 -4.0 -9.0 -12.7 -9.9 -9.9 -9.8 -12.2 11.6 13.4 11.3 11.7 -10.4 -13.1 -7.5 -9.5 -8.1 -20.0 -4.8 -5.4 -5.9 -3.4 -4.1 -3.8 20.0 -1.0 -5.0 4.5 -20.0 16.1 20.0 20.0 20.0 NASDAQ_micro 2.1 8.6 7.0 2.3 9.9 3.4 6.4 5.0 2.9 11.8 8.8 10.3 11.0 11.9 10.5 -9.3 -9.7 -8.9 -9.1 11.2 10.4 19.7 13.2 13.9 -20.0 4.2 8.2 4.5 6.9 6.2 4.8 -5.2 7.8 9.5 10.8 2.0 7.9 3.7 -8.0 -4.5 NIKKEI -1.4 10.1 4.0 1.7 7.2 2.5 4.6 3.6 2.1 6.6 4.1 5.5 4.8 7.0 6.4 1.2 7.0 2.6 4.6 3.7 2.8 6.4 4.7 4.7 -7.3 0.3 3.5 -0.6 3.2 1.8 1.9 20.0 0.9 -1.5 3.2 -17.0 20.0 7.1 20.0 8.4 NZD -12.5 -15.8 3.2 -2.8 -4.4 -0.8 -3.8 0.3 -4.1 -4.8 -2.7 -9.2 -0.1 -13.3 -6.3 -1.0 -0.2 -0.6 -0.4 -8.6 -3.2 -6.3 -0.7 -10.5 1.0 -3.2 -1.4 -1.0 -2.4 -0.0 -4.0 2.0 5.8 -0.7 -1.9 -1.5 -0.1 -8.4 1.2 -2.4 OAT -14.3 -12.3 5.0 -2.5 -1.2 -0.1 -3.2 0.7 -4.0 3.6 -0.0 -8.6 -1.6 -10.8 -6.0 8.1 5.1 6.8 5.4 -6.3 -2.2 -5.4 -1.7 -9.1 3.7 -2.7 2.3 -0.5 -2.3 0.2 -4.1 12.6 3.1 7.7 7.8 -1.1 -9.0 -14.7 10.4 5.4 OATIES -11.9 12.5 20.0 -0.4 -4.2 -3.9 -1.7 -6.4 -0.1 -15.6 3.4 -7.0 -11.4 6.2 14.6 0.0 2.5 2.4 3.1 12.0 9.9 -17.5 -0.5 1.1 -20.0 3.9 -17.6 3.4 -7.3 0.5 0.0 1.5 -20.0 0.4 6.6 20.0 20.0 4.0 20.0 14.1 OJ -5.1 -1.8 3.2 -0.4 -4.2 -3.9 -1.7 -6.4 -0.1 -2.2 17.0 -5.8 18.5 0.3 12.0 14.5 12.4 12.8 11.8 9.3 19.9 -6.7 20.0 -1.3 -20.0 3.3 1.1 8.4 -3.9 15.4 -1.6 16.9 -20.0 1.7 -8.0 20.0 15.5 11.9 20.0 20.0 PALLAD -4.0 4.8 19.5 1.4 -4.2 0.9 -2.6 0.1 -0.1 -7.7 2.9 -6.7 -2.8 -3.2 3.0 -2.3 -2.1 -2.1 -2.0 2.6 2.7 -10.5 -1.2 -2.6 13.1 1.5 -4.7 1.3 -3.2 -0.2 -0.3 5.7 -14.2 -0.9 -1.9 2.9 -10.9 -20.0 -19.8 -20.0 PLAT -2.9 4.7 1.9 2.2 -6.7 1.5 -4.1 0.2 -0.1 -12.0 -2.5 -10.0 -1.7 -2.5 3.3 -4.0 -4.4 -4.2 -4.4 1.4 1.7 -10.7 0.7 -3.3 5.0 1.1 -8.6 0.9 -5.9 0.2 -1.7 1.5 -4.3 -2.9 -6.4 -7.1 4.9 -7.9 -4.2 -1.6 REDWHEAT -12.0 6.1 4.2 -0.4 -4.5 -4.2 -1.8 -6.9 -0.1 -16.2 -14.7 -17.5 -17.7 -15.7 -2.2 -10.2 -7.5 -10.5 -9.6 -7.6 -9.8 -13.9 -17.7 -11.4 -4.9 -4.4 -8.6 -4.9 -7.8 -7.4 -6.4 -18.3 -5.6 -20.0 -14.7 -4.9 -20.0 -20.0 -20.0 -20.0 RICE -17.0 -12.3 -8.5 -0.5 -4.8 -4.5 -1.9 -7.4 -0.1 -11.9 6.6 -19.1 10.5 -20.0 -14.0 -12.3 20.0 -5.3 10.0 -17.8 -7.4 -20.0 3.9 -20.0 -16.0 -6.8 -3.6 -3.0 -9.5 -0.0 -9.8 20.0 -20.0 -20.0 -20.0 -5.5 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -20.0 0.8 -0.2 -2.2 -2.1 -0.9 -3.4 -0.1 5.9 6.0 -5.2 8.7 -8.2 0.0 7.7 20.0 20.0 20.0 -1.4 9.7 -2.1 17.5 -6.7 -20.0 -0.5 1.8 3.4 -0.4 7.3 -2.0 20.0 0.4 -10.9 -13.3 11.1 6.7 -0.1 12.6 6.0 RUSSELL 2.8 3.2 5.0 2.3 10.0 3.4 6.5 5.1 2.9 12.7 9.5 11.0 11.4 10.7 10.1 -6.3 -6.4 -6.1 -6.1 10.6 8.1 20.0 7.2 17.3 0.1 4.2 11.0 3.9 9.4 3.8 5.9 0.2 20.0 20.0 12.4 16.7 -3.8 -14.5 -20.0 -20.0 SHATZ -14.2 -10.5 18.6 -1.7 -0.8 -0.1 -2.2 0.5 -2.7 3.4 4.0 -2.2 -0.2 -4.9 1.8 -19.6 -20.0 -20.0 -20.0 -0.3 3.0 -1.1 0.7 -3.5 5.8 0.0 2.0 1.7 -0.5 1.0 -1.5 -20.0 1.8 8.3 10.3 8.4 -11.8 -15.3 -0.7 -6.0 SILVER-mini -6.2 4.0 1.9 1.8 -5.5 1.2 -3.4 0.2 -0.1 -9.6 6.9 -8.1 7.4 -1.6 5.4 -5.7 -6.4 -6.0 -6.1 4.5 6.6 -11.4 6.8 -2.3 1.0 2.1 -5.6 2.6 -3.8 2.5 -0.3 -1.5 -7.5 1.9 4.2 1.6 4.4 -1.8 -5.8 8.6 SMI -13.8 -7.9 -4.9 2.5 10.5 3.6 6.8 5.3 3.1 -5.5 6.3 -9.6 11.2 -8.5 -0.2 0.9 0.3 0.1 -0.4 -4.6 1.6 -10.3 7.2 -9.4 8.5 -1.7 -2.5 2.7 -5.6 6.2 -5.0 10.8 -20.0 -20.0 -16.8 0.9 -6.2 1.3 -20.0 -7.4 SOFR -20.0 -20.0 0.3 -2.7 -1.3 -0.1 -3.4 0.7 -4.2 -7.3 1.8 -10.7 4.8 -12.8 -9.7 0.6 0.2 1.3 0.8 -15.0 -3.5 -14.9 1.8 -19.7 -5.5 -3.9 -2.3 -1.2 -3.5 0.4 -4.7 4.7 -2.5 -12.6 -18.0 -9.4 1.2 -11.8 20.0 15.4 SOYBEAN 0.4 1.0 -12.7 -0.4 -3.7 -3.5 -1.5 -5.7 -0.1 10.8 -13.7 6.6 -14.9 -8.4 -9.2 -0.6 0.6 -2.7 -2.8 -11.1 -19.5 5.3 -20.0 -3.5 -20.0 -4.6 4.0 -7.3 2.7 -8.3 -1.4 -5.9 18.0 -4.8 -13.8 -17.6 3.3 -9.1 8.2 -4.5 SOYMEAL -16.0 -7.4 -6.3 -0.3 -3.5 -3.3 -1.4 -5.4 -0.1 -12.1 -13.3 -13.9 -14.5 -15.9 -12.5 -5.4 1.6 -3.6 -1.8 -15.3 -14.4 -13.6 -16.5 -17.3 -20.0 -5.0 -3.5 -4.2 -5.0 -3.8 -5.9 -3.8 -13.5 -18.4 -20.0 -6.5 -20.0 -20.0 -20.0 -20.0 SOYOIL 18.4 20.0 10.6 -0.2 -2.2 -2.1 -0.9 -3.4 -0.1 8.3 -0.8 9.3 -7.7 9.3 5.4 -1.4 0.7 -0.3 0.1 8.6 1.5 19.2 -4.5 14.7 -20.0 2.8 5.6 0.8 5.8 -0.9 4.5 -3.1 20.0 20.0 16.6 4.6 3.9 -6.2 12.5 -1.0 SP400 -3.1 5.5 5.5 2.7 11.4 3.9 7.4 5.8 3.4 14.6 12.1 12.2 14.5 12.8 12.9 -7.7 -6.4 -7.2 -6.7 12.5 10.2 20.0 10.0 18.1 -11.3 4.8 11.8 4.7 9.8 4.9 6.2 -0.2 20.0 20.0 16.5 19.3 3.1 -7.2 -15.6 -20.0 SP500_micro -6.6 3.4 10.1 2.9 12.3 4.2 8.0 6.2 3.6 15.5 16.3 12.9 17.2 14.1 15.9 -11.1 -11.7 -10.9 -11.2 15.5 17.4 20.0 20.0 16.6 -20.0 5.2 10.4 6.4 7.8 8.3 5.0 -8.7 9.6 9.6 13.6 12.2 9.6 3.8 -10.5 -6.5 SUGAR11 -12.1 9.3 20.0 -0.3 -3.6 -3.4 -1.4 -5.5 -0.1 -13.3 7.4 -8.7 -5.8 4.0 9.3 20.0 18.3 20.0 20.0 9.1 9.0 -6.6 1.7 0.4 -20.0 3.0 -5.2 2.9 -2.4 0.4 0.1 20.0 -5.6 -3.7 19.4 19.1 -20.0 4.7 -20.0 8.2 US10 -19.0 -20.0 1.0 -2.0 -1.0 -0.1 -2.5 0.5 -3.2 -2.6 -0.1 -7.0 1.6 -9.3 -7.4 -3.8 -6.8 -5.3 -6.1 -11.1 -3.5 -9.2 -0.6 -13.8 1.5 -2.9 -1.2 -1.0 -2.3 0.1 -3.4 -7.2 0.4 -7.3 -12.0 -7.0 -2.3 -20.0 14.6 8.4 US10U -16.0 -20.0 1.5 -2.8 -1.3 -0.1 -3.4 0.7 -4.3 0.0 -0.4 -8.6 1.6 -12.3 -10.0 -4.0 -3.6 -4.4 -4.2 -13.6 -4.5 -10.0 -1.3 -16.3 -1.2 -4.0 -1.2 -1.5 -2.8 -0.0 -4.5 -2.8 4.3 -6.8 -13.7 -10.5 -1.1 -17.4 20.0 17.4 US2 -20.0 -20.0 6.3 -2.0 -1.0 -0.1 -2.5 0.5 -3.1 -8.4 -0.1 -9.3 -0.2 -10.1 -7.0 -17.8 -20.0 -20.0 -20.0 -12.8 -3.3 -14.9 -1.6 -17.9 13.6 -2.5 -2.5 -0.5 -3.0 0.2 -3.5 -20.0 -5.7 -8.5 -11.2 0.2 -3.9 -18.7 4.7 -8.8 US20 -12.2 -20.0 0.1 -2.0 -1.0 -0.1 -2.4 0.5 -3.1 3.5 -0.5 -5.1 2.6 -8.5 -7.2 -1.9 -1.3 -1.9 -1.6 -8.8 -3.1 -4.5 -0.6 -9.6 -2.7 -2.8 -0.1 -1.1 -1.4 0.1 -2.9 1.5 8.1 -1.9 -8.7 -8.2 0.1 -10.3 20.0 20.0 US30 -7.8 -20.0 0.8 -2.2 -1.1 -0.1 -2.7 0.6 -3.4 2.8 -1.4 -4.7 1.0 -9.0 -7.9 -1.0 -4.4 -2.7 -3.7 -7.9 -3.2 -3.3 -1.5 -8.1 -1.9 -3.0 -0.0 -1.3 -1.4 -0.1 -3.0 -3.1 11.3 2.2 -5.9 -9.0 -1.6 -9.0 20.0 20.0 US5 -20.0 -20.0 1.9 -2.2 -1.1 -0.1 -2.7 0.6 -3.4 -7.2 -0.1 -9.1 0.5 -10.6 -8.2 -6.6 -10.1 -8.3 -9.3 -13.5 -4.1 -12.7 -0.8 -17.3 5.7 -3.0 -1.8 -1.0 -2.7 0.1 -3.7 -12.8 -2.3 -9.1 -14.0 -5.8 0.0 -19.9 15.5 3.9 VIX -9.2 -0.3 -1.4 -0.8 -9.9 0.4 -8.2 -2.1 -4.2 -13.2 -7.9 -12.7 -10.0 -9.1 -8.9 -14.5 -20.0 -10.5 -16.8 -2.7 -0.8 -17.6 -6.0 -9.3 NaN -1.0 -11.3 0.4 -9.3 -2.6 -4.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -8.9 5.4 1.8 -0.5 -4.9 -4.6 -1.9 -7.5 -0.1 -12.1 -13.6 -13.0 -16.7 -14.9 1.9 -12.4 -14.3 -13.0 -13.9 -5.6 -9.7 -8.2 -19.0 -7.4 4.6 -4.0 -6.6 -5.3 -5.2 -7.9 -4.9 -20.0 3.2 -19.6 -11.8 -3.7 -20.0 -17.8 -20.0 -15.8 End of report for caleb_strategy_v3