******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241112_203911 produced at 2024-11-12 21:37:41.895530 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.92 0.0 0.00 0.00 0.00 0.00 -11.00 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.64 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.16 0.0 999.00 -999.00 -0.11 -0.11 -27.24 999999999.0 -19 -19 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.12 0.0 0.72 -0.72 -0.07 -0.07 -4.76 29.0 -3 -3 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.11 0.0 0.64 -0.64 -0.25 -0.25 -2.14 13.0 -5 -5 caleb_strategy_v3 MXP False False 0.01 -0.06 -0.10 0.0 0.50 -0.50 -0.06 -0.06 -11.69 60.0 -7 -7 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -2.92 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.68 24.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.09 -0.09 -0.05 -0.05 -7.21 12.0 -7 -7 caleb_strategy_v3 EUR False False 0.05 -0.05 -0.06 0.0 0.64 -0.64 -0.05 -0.05 -1.24 14.0 -1 -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 -22.22 26.0 -24 -24 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.06 0.0 0.92 -0.92 -0.04 -0.04 -1.74 25.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.06 0.0 0.04 -0.04 0.00 0.00 -5.64 4.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -2.05 12.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -4.06 11.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.64 -0.64 0.00 0.00 -0.93 17.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.11 -0.04 0.0 0.48 -0.48 -0.11 -0.11 -1.36 17.0 -4 -4 caleb_strategy_v3 EUROSTX False False 0.02 -0.04 -0.03 0.0 0.35 -0.35 -0.04 -0.04 -1.92 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 -2.72 9.0 -4 -4 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.08 -0.08 -0.01 -0.01 -2.73 8.0 -1 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.61 -0.61 0.00 0.00 -0.99 22.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.49 -0.49 0.00 0.00 -0.61 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.86 3.0 -1 -1 caleb_strategy_v3 SMI False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.39 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.19 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 -2.36 9.0 -2 -2 caleb_strategy_v3 US10U False False 0.04 0.00 -0.02 0.0 0.51 -0.51 0.00 0.00 -0.60 13.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -1.15 21.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.02 0.0 0.43 -0.43 -0.02 -0.02 -0.71 19.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -0.56 4.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 0.05 -0.01 0.0 0.51 -0.51 0.05 0.04 -0.56 56.0 5 4 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.19 8.0 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 MILK False False 0.01 0.00 -0.01 0.0 0.07 -0.07 0.00 0.00 -0.57 5.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.01 0.0 0.44 -0.44 0.00 0.00 -0.18 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -0.10 4.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.36 999999999.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 -0.01 0.0 0.12 -0.12 -0.02 -0.02 -0.34 5.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.01 0.0 0.17 -0.17 -0.01 -0.01 -3.79 51.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.47 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 -0.01 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 -0.02 0.00 0.0 0.36 -0.36 -0.02 -0.02 0.02 23.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.21 -0.21 0.00 0.00 0.02 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.10 -0.10 0.00 0.00 0.17 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.49 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 -0.00 0.0 0.14 -0.14 0.02 0.02 -0.05 18.0 2 2 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.00 0.0 0.83 -0.83 0.00 0.00 -0.07 19.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.13 -0.00 0.0 0.26 -0.26 -0.13 -0.13 -0.11 6.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.08 2.0 0 0 caleb_strategy_v3 SILVER-mini False True 0.03 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.04 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.01 0.0 0.44 -0.44 0.03 0.03 0.54 17.0 1 1 caleb_strategy_v3 OAT False False 0.05 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.30 10.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.03 0.01 0.0 0.34 -0.34 0.03 0.03 0.59 23.0 2 2 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.51 -0.51 0.00 0.00 2.07 66.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.05 0.02 0.0 0.69 -0.69 0.05 0.05 0.59 26.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.72 3.0 1 1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.02 0.0 0.50 -0.50 0.00 0.00 1.84 48.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.02 0.0 0.02 -0.02 0.00 0.00 2.72 3.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.28 -0.28 0.00 0.00 5.30 68.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.23 0.03 0.0 0.23 -0.23 0.23 0.23 0.23 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 10.04 59.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 5.01 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 1.56 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 9.76 36.0 5 5 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.14 0.0 0.16 -0.16 0.11 0.12 11.65 13.0 9 10 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.71 0.0 0.90 -0.90 0.00 0.00 7.87 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.7 Shocked risk 26.3 Sum abs risk 38.2 Leverage 3.87 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2884480.22, 'annual_cash_vol_target': 721120.055, 'daily_cash_vol_target': 45070.0034375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6536 0.7201 11.5215 BITCOIN 2414.0065 89655.0000 2.6926 43.0808 BOBL 0.2586 118.3800 0.2184 3.4950 BTP 0.5570 119.2600 0.4670 7.4725 BUND 0.4858 131.8200 0.3685 5.8965 BUXL 1.2499 132.5200 0.9432 15.0911 CAC 69.2054 7258.5000 0.9534 15.2550 CAD 0.0028 0.7178 0.3952 6.3231 CANOLA 8.4171 670.9000 1.2546 20.0736 CHF 0.0056 1.1376 0.4962 7.9398 COCOA 174.6010 7692.0000 2.2699 36.3185 COFFEE 4.6092 263.1000 1.7519 28.0302 COPPER 0.0729 4.1445 1.7580 28.1273 CORN 3.8711 442.7500 0.8743 13.9891 COTTON2 0.9102 71.1700 1.2790 20.4637 CRUDE_W 1.1368 66.4100 1.7117 27.3876 DAX 164.0941 19149.0000 0.8569 13.7109 DOW 344.8698 44190.0000 0.7804 12.4868 DX 0.4828 105.9250 0.4558 7.2932 EUR 0.0059 1.0628 0.5540 8.8638 EURIBOR-ICE 0.0490 97.9100 0.0500 0.8000 EUROSTX 47.5278 4757.0000 0.9991 15.9858 FEEDCOW 1.6285 241.7750 0.6736 10.7768 GASOIL 11.5513 660.5000 1.7489 27.9820 GASOLINE 0.0397 1.9417 2.0454 32.7264 GAS_US_mini 0.1007 3.1250 3.2213 51.5405 GBP 0.0073 1.2737 0.5753 9.2043 GOLD_micro 25.5206 2604.8000 0.9798 15.6760 HEATOIL 0.0409 2.2259 1.8390 29.4238 JGB-SGX-mini 0.2344 143.6100 0.1632 2.6115 JPY 0.0001 0.0065 0.7877 12.6036 LEANHOG 0.8903 86.3500 1.0310 16.4958 LIVECOW 1.0403 186.1750 0.5588 8.9400 LUMBER-new 7.5997 610.0000 1.2459 19.9337 MILK 0.2244 19.0500 1.1779 18.8467 MXP 0.0004 0.0481 0.9269 14.8300 NASDAQ_micro 180.1768 21188.5000 0.8504 13.6056 NIKKEI 481.8102 39255.0000 1.2274 19.6382 NZD 0.0042 0.5924 0.7031 11.2504 OAT 0.4967 124.2900 0.3997 6.3945 OATIES 6.3762 358.7500 1.7773 28.4373 OJ 7.0953 478.5000 1.4828 23.7252 PALLAD 29.4625 945.5000 3.1161 49.8572 PLAT 15.9777 953.2000 1.6762 26.8196 REDWHEAT 8.7740 562.7500 1.5591 24.9460 RICE 0.1401 15.0650 0.9302 14.8836 ROBUSTA 78.5570 4541.0000 1.7300 27.6792 RUSSELL 29.9127 2407.2000 1.2426 19.8822 SHATZ 0.0884 106.7550 0.0828 1.3256 SILVER-mini 0.5871 31.0375 1.8915 30.2642 SMI 97.4440 11734.0000 0.8304 13.2871 SOFR 0.0629 96.1600 0.0655 1.0474 SOYBEAN 9.6180 1033.2500 0.9308 14.8935 SOYMEAL 3.5567 299.3000 1.1883 19.0135 SOYOIL 0.8589 46.6100 1.8428 29.4849 SP400 30.8092 3311.8000 0.9303 14.8846 SP500_micro 41.0730 6023.7500 0.6819 10.9096 SUGAR11 0.2978 19.9300 1.4940 23.9043 US10 0.4253 109.3750 0.3888 6.2210 US10U 0.5894 112.3125 0.5248 8.3961 US2 0.0989 102.5898 0.0964 1.5420 US20 0.9053 116.2500 0.7787 12.4595 US30 1.3952 123.1562 1.1329 18.1258 US5 0.2562 106.4766 0.2406 3.8499 VIX 0.5755 16.6500 3.4567 55.3066 WHEAT 7.7277 614.7500 1.2570 20.1127 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 653.55 0.72 470.62 1.00 470.62 45070.0 95.77 -2.84 -27.21 BITCOIN 89.66 2.69 241.40 1.00 241.40 45070.0 186.70 4.97 92.73 BOBL 1183.80 0.22 258.58 1.07 277.24 45070.0 162.57 -0.43 -6.98 BTP 1192.60 0.47 556.98 1.07 597.17 45070.0 75.47 -0.72 -5.41 BUND 1318.20 0.37 485.80 1.07 520.85 45070.0 86.53 -6.97 -60.28 BUXL 1325.20 0.94 1249.92 1.07 1340.11 45070.0 33.63 -3.06 -10.29 CAC 725.85 0.95 692.05 1.07 741.99 45070.0 60.74 -9.89 -60.10 CAD 717.85 0.40 283.69 1.00 283.69 45070.0 158.87 -11.55 -183.50 CANOLA 134.18 1.25 168.34 0.72 121.00 45070.0 372.46 -4.18 -155.68 CHF 1421.94 0.50 705.62 1.00 705.62 45070.0 63.87 -12.92 -82.55 COCOA 769.20 2.27 1746.01 1.00 1746.01 45070.0 25.81 10.73 27.70 COFFEE 986.63 1.75 1728.45 1.00 1728.45 45070.0 26.08 0.56 1.45 COPPER 1036.12 1.76 1821.46 1.00 1821.46 45070.0 24.74 -1.35 -3.35 CORN 221.38 0.87 193.55 1.00 193.55 45070.0 232.86 -12.72 -296.25 COTTON2 355.85 1.28 455.12 1.00 455.12 45070.0 99.03 -19.16 -189.71 CRUDE_W 664.10 1.71 1136.75 1.00 1136.75 45070.0 39.65 -0.80 -3.16 DAX 191.49 0.86 164.09 1.07 175.93 45070.0 256.18 5.74 147.00 DOW 220.95 0.78 172.43 1.00 172.43 45070.0 261.37 3.40 88.95 DX 1059.25 0.46 482.83 1.00 482.83 45070.0 93.34 6.42 59.94 EUR 1328.44 0.55 735.94 1.00 735.94 45070.0 61.24 -7.82 -47.87 EURIBOR-ICE 2447.75 0.05 122.38 1.07 131.21 45070.0 343.49 6.72 230.80 EUROSTX 475.70 1.00 475.28 1.07 509.57 45070.0 88.45 -6.36 -56.25 FEEDCOW 1208.88 0.67 814.24 1.00 814.24 45070.0 55.35 -1.05 -5.83 GASOIL 660.50 1.75 1155.13 1.00 1155.13 45070.0 39.02 -3.29 -12.85 GASOLINE 815.51 2.05 1668.05 1.00 1668.05 45070.0 27.02 -0.09 -0.25 GAS_US_mini 78.12 3.22 251.66 1.00 251.66 45070.0 179.09 -11.46 -205.17 GBP 796.06 0.58 457.95 1.00 457.95 45070.0 98.42 -3.88 -38.18 GOLD_micro 260.48 0.98 255.21 1.00 255.21 45070.0 176.60 -0.92 -16.30 HEATOIL 934.88 1.84 1719.23 1.00 1719.23 45070.0 26.22 -7.54 -19.77 JGB-SGX-mini 143610.00 0.16 23440.01 0.01 153.40 45070.0 293.81 -0.92 -26.94 JPY 811.31 0.79 639.09 1.00 639.09 45070.0 70.52 -7.44 -52.48 LEANHOG 345.40 1.03 356.10 1.00 356.10 45070.0 126.56 15.15 191.74 LIVECOW 744.70 0.56 416.10 1.00 416.10 45070.0 108.31 1.51 16.37 LUMBER-new 167.75 1.25 208.99 1.00 208.99 45070.0 215.65 5.88 126.80 MILK 381.00 1.18 448.79 1.00 448.79 45070.0 100.43 -2.65 -26.62 MXP 240.30 0.93 222.73 1.00 222.73 45070.0 202.35 -3.94 -79.68 NASDAQ_micro 423.77 0.85 360.35 1.00 360.35 45070.0 125.07 2.03 25.37 NIKKEI 39255.00 1.23 48181.02 0.01 314.14 45070.0 143.47 6.28 90.16 NZD 592.45 0.70 416.58 1.00 416.58 45070.0 108.19 -4.10 -44.39 OAT 1242.90 0.40 496.73 1.07 532.57 45070.0 84.63 1.06 8.93 OATIES 179.38 1.78 318.81 1.00 318.81 45070.0 141.37 -1.42 -20.01 OJ 717.75 1.48 1064.30 1.00 1064.30 45070.0 42.35 7.93 33.59 PALLAD 945.50 3.12 2946.25 1.00 2946.25 45070.0 15.30 -1.47 -2.25 PLAT 476.60 1.68 798.89 1.00 798.89 45070.0 56.42 -2.45 -13.82 REDWHEAT 281.38 1.56 438.70 1.00 438.70 45070.0 102.74 -20.00 -205.47 RICE 301.30 0.93 280.28 1.00 280.28 45070.0 160.81 -14.43 -232.01 ROBUSTA 454.10 1.73 785.57 1.00 785.57 45070.0 57.37 0.35 1.99 RUSSELL 120.36 1.24 149.56 1.00 149.56 45070.0 301.34 5.31 159.87 SHATZ 1067.55 0.08 88.45 1.07 94.83 45070.0 475.28 -3.48 -165.30 SILVER-mini 775.94 1.89 1467.69 1.00 1467.69 45070.0 30.71 0.34 1.05 SMI 1173.40 0.83 974.44 1.14 1111.54 45070.0 40.55 -2.79 -11.31 SOFR 2404.00 0.07 157.37 1.00 157.37 45070.0 286.40 -6.32 -181.04 SOYBEAN 516.62 0.93 480.90 1.00 480.90 45070.0 93.72 -13.66 -128.07 SOYMEAL 299.30 1.19 355.67 1.00 355.67 45070.0 126.72 -20.00 -253.44 SOYOIL 279.66 1.84 515.36 1.00 515.36 45070.0 87.45 2.09 18.24 SP400 3311.80 0.93 3080.92 1.00 3080.92 45070.0 14.63 4.84 7.08 SP500_micro 301.19 0.68 205.37 1.00 205.37 45070.0 219.46 3.62 79.36 SUGAR11 223.22 1.49 333.49 1.00 333.49 45070.0 135.15 -0.19 -2.55 US10 1093.75 0.39 425.26 1.00 425.26 45070.0 105.98 -6.93 -73.44 US10U 1123.12 0.52 589.37 1.00 589.37 45070.0 76.47 -6.17 -47.20 US2 2051.80 0.10 197.75 1.00 197.75 45070.0 227.92 -9.15 -208.48 US20 1162.50 0.78 905.26 1.00 905.26 45070.0 49.79 -2.93 -14.58 US30 1231.56 1.13 1395.19 1.00 1395.19 45070.0 32.30 -2.73 -8.82 US5 1064.77 0.24 256.20 1.00 256.20 45070.0 175.91 -7.81 -137.34 VIX 166.50 3.46 575.53 1.00 575.53 45070.0 78.31 -14.09 -110.37 WHEAT 307.38 1.26 386.38 1.00 386.38 45070.0 116.65 -17.58 -205.07 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -27.212 0.010 2.5 -0.706 BITCOIN 92.726 0.043 2.5 10.041 BOBL -6.979 0.004 2.5 -0.071 BTP -5.415 0.014 2.5 -0.185 BUND -60.276 0.004 2.5 -0.611 BUXL -10.294 0.004 2.5 -0.104 CAC -60.101 0.014 2.5 -2.050 CAD -183.498 0.010 2.5 -4.761 CANOLA -155.683 0.010 2.5 -3.788 CHF -82.555 0.010 2.5 -2.142 COCOA 27.698 0.009 2.5 0.593 COFFEE 1.448 0.005 2.5 0.017 COPPER -3.350 0.043 2.5 -0.363 CORN -296.247 0.010 2.5 -7.207 COTTON2 -189.712 0.009 2.5 -4.063 CRUDE_W -3.163 0.043 2.5 -0.342 DAX 147.004 0.014 2.5 5.014 DOW 88.951 0.009 2.5 2.067 DX 59.943 0.010 2.5 1.555 EUR -47.866 0.010 2.5 -1.242 EURIBOR-ICE 230.797 0.014 2.5 7.872 EUROSTX -56.249 0.014 2.5 -1.919 FEEDCOW -5.828 0.013 2.5 -0.193 GASOIL -12.846 0.017 2.5 -0.557 GASOLINE -0.255 0.017 2.5 -0.011 GAS_US_mini -205.167 0.043 2.5 -22.217 GBP -38.178 0.010 2.5 -0.991 GOLD_micro -16.295 0.014 2.5 -0.556 HEATOIL -19.775 0.017 2.5 -0.857 JGB-SGX-mini -26.935 0.043 2.5 -2.917 JPY -52.478 0.010 2.5 -1.362 LEANHOG 191.738 0.024 2.5 11.653 LIVECOW 16.368 0.013 2.5 0.542 LUMBER-new 126.799 0.009 2.5 2.715 MILK -26.622 0.009 2.5 -0.570 MXP -79.679 0.059 2.5 -11.695 NASDAQ_micro 25.366 0.009 2.5 0.590 NIKKEI 90.156 0.043 2.5 9.763 NZD -44.394 0.010 2.5 -1.152 OAT 8.929 0.014 2.5 0.305 OATIES -20.009 0.010 2.5 -0.487 OJ 33.593 0.009 2.5 0.719 PALLAD -2.248 0.014 2.5 -0.077 PLAT -13.821 0.014 2.5 -0.471 REDWHEAT -205.471 0.005 2.5 -2.726 RICE -232.010 0.010 2.5 -5.644 ROBUSTA 1.987 0.005 2.5 0.023 RUSSELL 159.873 0.013 2.5 5.298 SHATZ -165.299 0.004 2.5 -1.676 SILVER-mini 1.049 0.014 2.5 0.036 SMI -11.314 0.014 2.5 -0.386 SOFR -181.037 0.024 2.5 -11.002 SOYBEAN -128.066 0.004 2.5 -1.191 SOYMEAL -253.436 0.004 2.5 -2.357 SOYOIL 18.237 0.004 2.5 0.170 SP400 7.077 0.013 2.5 0.235 SP500_micro 79.363 0.009 2.5 1.844 SUGAR11 -2.545 0.009 2.5 -0.054 US10 -73.444 0.005 2.5 -0.931 US10U -47.199 0.005 2.5 -0.598 US2 -208.484 0.005 2.5 -2.642 US20 -14.577 0.005 2.5 -0.185 US30 -8.821 0.005 2.5 -0.112 US5 -137.335 0.005 2.5 -1.740 VIX -110.368 0.099 2.5 -27.243 WHEAT -205.075 0.005 2.5 -2.720 ===================== Position diags ===================== AUD 2.48 BITCOIN 20.22 BOBL 1.65 BTP 2.57 BUND 0.88 BUXL 0.34 CAC 2.07 CAD 4.12 CANOLA 9.06 CHF 1.66 COCOA 0.55 COFFEE 0.30 COPPER 2.68 CORN 5.67 COTTON2 2.12 CRUDE_W 4.29 DAX 8.74 DOW 6.07 DX 2.42 EUR 1.59 EURIBOR-ICE 11.72 EUROSTX 3.02 FEEDCOW 1.83 GASOIL 1.69 GASOLINE 1.17 GAS_US_mini 19.39 GBP 2.55 GOLD_micro 6.02 HEATOIL 1.14 JGB-SGX-mini 31.82 JPY 1.83 LEANHOG 7.69 LIVECOW 3.59 LUMBER-new 4.62 MILK 2.15 MXP 29.70 NASDAQ_micro 2.91 NIKKEI 15.54 NZD 2.81 OAT 2.89 OATIES 3.44 OJ 0.91 PALLAD 0.52 PLAT 1.92 REDWHEAT 1.36 RICE 3.91 ROBUSTA 0.67 RUSSELL 9.99 SHATZ 4.82 SILVER-mini 1.05 SMI 1.38 SOFR 17.41 SOYBEAN 0.87 SOYMEAL 1.18 SOYOIL 0.81 SP400 0.48 SP500_micro 5.10 SUGAR11 2.87 US10 1.34 US10U 0.97 US2 2.89 US20 0.63 US30 0.41 US5 2.23 VIX 19.33 WHEAT 1.55 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.7 -1.0 -0.5 -1.0 -1 BITCOIN 10.0 8.0 12.1 0.0 0 BOBL -0.1 -0.2 0.1 0.0 0 BTP -0.2 -0.4 0.1 0.0 0 BUND -0.6 -0.7 -0.5 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC -2.0 -2.3 -1.8 0.0 0 CAD -4.8 -5.2 -4.3 -3.0 -3 CANOLA -3.8 -4.7 -2.9 -2.0 -2 CHF -2.1 -2.3 -2.0 -5.0 -5 COCOA 0.6 0.5 0.6 2.0 2 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER -0.4 -0.6 -0.1 -1.0 -1 CORN -7.2 -7.8 -6.6 -7.0 -7 COTTON2 -4.1 -4.3 -3.9 -4.0 -4 CRUDE_W -0.3 -0.8 0.1 -1.0 -1 DAX 5.0 4.1 5.9 0.0 0 DOW 2.1 1.5 2.7 0.0 0 DX 1.6 1.3 1.8 0.0 0 EUR -1.2 -1.4 -1.1 -1.0 -1 EURIBOR-ICE 7.9 6.7 9.0 0.0 0 EUROSTX -1.9 -2.2 -1.6 -2.0 -2 FEEDCOW -0.2 -0.4 -0.0 0.0 0 GASOIL -0.6 -0.7 -0.4 -1.0 -1 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini -22.2 -24.2 -20.3 -24.0 -24 GBP -1.0 -1.2 -0.7 0.0 0 GOLD_micro -0.6 -1.2 0.0 5.0 5 HEATOIL -0.9 -1.0 -0.7 -1.0 -1 JGB-SGX-mini -2.9 -6.1 0.3 0.0 0 JPY -1.4 -1.5 -1.2 -4.0 -4 LEANHOG 11.7 10.9 12.4 9.0 9 LIVECOW 0.5 0.2 0.9 1.0 1 LUMBER-new 2.7 2.3 3.2 0.0 0 MILK -0.6 -0.8 -0.4 0.0 0 MXP -11.7 -14.7 -8.7 -7.0 -7 NASDAQ_micro 0.6 0.3 0.9 2.0 2 NIKKEI 9.8 8.2 11.3 5.0 5 NZD -1.2 -1.4 -0.9 0.0 0 OAT 0.3 0.0 0.6 0.0 0 OATIES -0.5 -0.8 -0.1 NaN 0 OJ 0.7 0.6 0.8 1.0 1 PALLAD -0.1 -0.1 -0.0 0.0 0 PLAT -0.5 -0.7 -0.3 0.0 0 REDWHEAT -2.7 -2.9 -2.6 -1.0 -1 RICE -5.6 -6.0 -5.3 NaN 0 ROBUSTA 0.0 -0.0 0.1 -1.0 -1 RUSSELL 5.3 4.3 6.3 0.0 0 SHATZ -1.7 -2.2 -1.2 NaN 0 SILVER-mini 0.0 -0.1 0.1 0.0 0 SMI -0.4 -0.5 -0.2 0.0 0 SOFR -11.0 -12.7 -9.3 NaN 0 SOYBEAN -1.2 -1.3 -1.1 -2.0 -2 SOYMEAL -2.4 -2.5 -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 1.8 1.3 2.4 0.0 0 SUGAR11 -0.1 -0.3 0.2 2.0 2 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -2.6 -2.9 -2.4 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.1 -0.2 -0.1 -3.0 -3 US5 -1.7 -2.0 -1.5 -1.0 -1 VIX -27.2 -29.2 -25.3 -19.0 -19 WHEAT -2.7 -2.9 -2.6 -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 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.3 -0.0 0.1 -0.1 0.1 -0.2 0.1 -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 0.2 0.2 -2.7 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 0.5 0.6 0.6 0.1 0.1 -0.1 0.0 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 -0.0 0.0 -0.1 0.5 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 0.2 0.3 0.1 -0.5 -0.5 0.1 -0.0 BTP -0.5 -0.3 0.1 -0.0 -0.0 -0.0 -0.1 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 0.2 0.4 0.6 0.3 -0.6 -0.4 0.2 0.4 BUND -0.5 -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 -0.4 -0.1 -0.4 -0.2 -0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.7 0.3 0.2 0.3 0.0 -0.7 -0.6 -0.0 -0.0 BUXL -0.2 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 0.5 0.5 0.5 -0.0 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.1 -0.1 -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 0.3 -0.0 -0.4 -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 0.0 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 0.3 0.6 0.5 0.3 -0.2 -0.4 0.0 -0.2 CHF -0.4 -0.6 0.2 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.0 -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 0.3 -0.4 -0.4 -0.7 -0.4 COCOA 0.1 -0.0 0.2 -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 0.1 0.1 0.0 0.2 0.0 1.1 0.5 0.3 0.3 0.4 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 0.1 0.6 -0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.1 0.4 0.0 0.2 0.5 0.2 -0.1 0.5 -0.4 -0.3 -0.1 -0.0 COPPER -0.3 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.0 -1.7 0.0 -0.1 0.0 -0.0 0.1 -0.0 0.2 0.3 -0.3 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 -0.0 -0.5 0.1 -0.7 -0.1 -0.0 -0.2 -0.3 -0.2 -0.3 -0.1 -0.2 0.0 -0.5 0.0 -1.7 -0.1 -0.0 -0.3 0.0 -0.6 -0.0 -1.1 0.3 0.1 -0.4 -0.3 0.3 -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 -0.1 -0.5 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -1.0 -0.3 -0.3 -0.3 0.1 -0.6 -0.5 -0.4 -0.3 CRUDE_W 0.0 0.1 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.5 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.4 DAX -0.5 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.0 -0.1 0.4 -0.1 0.6 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.3 -0.0 1.2 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.3 -0.5 -0.5 0.0 0.2 0.7 0.3 0.3 0.1 DOW -0.3 -0.1 0.3 0.0 0.0 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 0.4 0.4 0.6 0.2 0.1 -0.4 -0.3 DX 0.3 0.6 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 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 0.1 0.0 0.3 0.0 0.4 EUR -0.2 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 2.3 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.5 -0.3 -0.2 -0.4 -0.1 -0.1 -0.6 -0.2 -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 0.3 0.4 0.5 0.3 -0.2 -0.5 0.3 0.2 EUROSTX -0.4 -0.1 -0.1 0.0 0.1 0.1 0.1 0.2 0.0 -0.1 0.0 -0.1 0.4 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.4 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.5 -0.6 -0.5 -0.3 0.2 0.1 -0.6 -0.3 FEEDCOW -0.2 0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 -0.1 -0.1 -0.5 0.1 0.0 0.3 -0.1 0.3 0.2 0.0 -0.1 -0.0 -0.4 0.0 -1.5 0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.3 -0.4 0.6 -0.6 0.5 0.7 0.7 0.7 GASOIL 0.2 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 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 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 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-0.1 0.1 -0.1 0.1 -0.1 0.0 0.4 0.3 0.3 0.3 -0.0 0.0 -0.1 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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 0.1 -0.1 -0.4 0.2 -0.6 -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 0.2 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 0.4 0.6 0.6 0.6 0.1 -0.2 0.2 0.0 LIVECOW -0.4 0.4 0.2 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.1 0.5 -0.2 0.6 0.1 0.2 -0.2 0.1 -0.0 0.1 0.2 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.4 -0.5 -0.4 0.6 0.3 -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 -0.0 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 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.5 -0.6 -0.6 0.4 -0.2 -0.7 0.0 -0.7 MXP -0.1 0.0 -0.5 -0.0 -0.1 -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 -0.2 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 1.1 -0.1 -0.1 0.1 -0.6 0.5 0.7 0.7 0.7 NASDAQ_micro 0.1 0.3 0.2 0.0 0.0 0.1 0.1 0.2 0.0 0.1 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 0.1 0.4 0.4 0.1 0.3 0.1 -0.3 -0.2 NIKKEI -0.0 0.3 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 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 -0.5 0.7 0.2 0.7 0.3 NZD -0.4 -0.6 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -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 -0.0 -0.0 -0.0 -0.3 0.0 -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 0.2 0.3 0.3 -0.0 -0.3 -0.5 0.4 0.2 OATIES -0.4 0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 -0.4 0.0 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 -0.2 -0.0 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.1 -0.5 -0.2 0.2 0.6 0.7 0.1 0.7 0.5 OJ -0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.5 -0.0 0.7 0.0 0.1 0.3 0.3 0.3 0.2 0.1 0.2 -0.0 0.5 0.0 -2.7 0.0 0.0 0.2 -0.0 0.6 -0.0 0.9 -0.3 -0.0 -0.2 0.6 0.5 0.4 0.7 0.7 PALLAD -0.2 0.1 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 -0.2 0.1 0.1 0.0 -0.1 0.0 -0.1 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 -0.1 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 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.4 -0.2 -0.6 -0.2 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.5 -0.2 -0.6 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -1.0 -0.5 -0.6 -0.5 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.5 -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 0.2 -0.1 0.4 -0.2 -0.1 -0.3 0.4 -0.1 0.2 -0.2 -0.1 -0.1 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 -0.0 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 0.1 -0.3 -0.4 0.4 0.2 -0.0 0.4 0.2 RUSSELL 0.2 0.1 0.2 0.0 0.0 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 -0.4 -0.4 0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 -0.0 -0.0 0.0 -0.4 -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 0.2 0.4 0.4 0.3 -0.4 -0.5 -0.0 -0.2 SILVER-mini -0.3 0.1 0.1 0.0 -0.1 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 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 0.3 SMI -0.5 -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 -0.0 0.0 0.0 0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 1.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.6 -0.5 -0.6 -0.6 -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 0.2 -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 -0.0 -0.4 0.0 -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 0.3 -0.1 -0.4 -0.6 0.1 -0.3 0.3 -0.1 SOYMEAL -0.5 -0.4 -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 -0.5 -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 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.3 0.1 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 0.1 -0.1 0.1 -2.6 0.0 0.0 0.0 0.0 -0.0 0.0 -0.2 0.5 0.6 0.5 0.2 0.1 -0.2 0.4 -0.0 SP400 -0.0 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 0.2 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 0.3 0.4 0.5 0.4 0.3 0.1 -0.4 -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 -0.3 -0.3 0.5 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 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.4 -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 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 0.1 -0.2 -0.4 -0.3 -0.0 -0.6 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 -0.3 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.2 1.8 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -1.1 -0.1 -0.2 -0.4 0.0 -0.1 -0.6 0.1 -0.3 US20 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -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 -0.0 -0.3 -0.3 0.0 -0.3 0.7 0.7 US30 -0.2 -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 -0.0 -0.3 0.7 0.7 US5 -0.6 -0.6 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -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 -0.4 -0.2 -0.0 -0.7 0.5 0.1 VIX -0.5 -0.1 -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 -0.4 -0.5 -0.1 -0.0 -0.2 -0.3 -0.2 NaN -0.0 -0.1 0.0 -0.1 -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 -0.2 -0.4 -0.2 -0.6 -0.2 0.0 -0.3 -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 -0.4 -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 -12.3 -13.1 2.2 -3.4 -6.7 -1.0 -5.4 0.2 -5.1 -12.7 -0.4 -12.2 1.2 -14.4 -8.0 -0.3 -1.7 -0.5 -1.0 -7.6 -2.1 -9.0 0.1 -10.5 2.6 -3.4 -4.2 -0.8 -3.5 0.3 -4.6 -0.0 12.8 -0.8 4.1 -3.8 1.8 -7.1 3.7 -3.0 BITCOIN 15.0 14.2 -2.9 2.8 -13.1 2.2 -8.9 0.3 -1.8 20.0 7.4 20.0 12.0 20.0 17.9 -6.2 -6.7 -6.2 -6.4 20.0 10.4 20.0 9.0 20.0 -20.0 6.2 19.5 3.2 15.4 3.9 10.6 -2.2 20.0 20.0 20.0 2.2 4.1 -1.9 0.9 2.3 BOBL -15.5 -15.8 8.2 -2.2 -2.8 -0.2 -3.2 0.5 -3.5 1.8 2.3 -5.2 -1.7 -8.0 -3.2 18.2 -4.3 10.6 1.9 -4.4 0.1 -3.5 0.1 -7.1 3.7 -1.7 0.3 0.5 -1.4 0.8 -2.9 -0.2 9.0 7.1 9.2 3.7 -14.4 -15.1 2.8 -0.7 BTP -16.8 -10.4 2.9 -3.7 -4.6 -0.3 -5.3 0.8 -5.7 -3.1 10.0 -12.7 15.0 -11.9 1.6 7.4 5.1 6.5 5.3 -0.8 6.9 -8.6 9.9 -8.9 -20.0 0.2 -1.3 4.3 -4.3 5.8 -4.2 12.3 8.9 13.0 20.0 9.9 -17.4 -12.7 7.3 10.8 BUND -15.7 -16.5 4.0 -2.7 -3.4 -0.2 -3.9 0.6 -4.2 -0.0 1.9 -8.4 0.6 -11.0 -6.2 -20.0 -7.1 -17.6 -12.2 -6.6 -0.8 -5.4 0.3 -9.6 1.1 -2.6 -0.0 0.0 -2.2 1.0 -4.0 -12.5 11.6 6.7 10.1 0.9 -20.0 -18.6 -0.0 -0.7 BUXL -6.8 -11.0 2.4 -2.9 -3.6 -0.2 -4.1 0.6 -4.5 7.4 -0.0 -3.9 -0.0 -9.1 -6.3 0.2 -1.4 -0.1 -0.9 -4.7 -1.8 -0.0 -1.7 -4.7 -2.0 -2.6 3.2 -0.4 0.2 0.7 -2.7 1.4 20.0 14.5 14.0 -1.1 -20.0 -20.0 -6.3 -6.9 CAC -10.1 -2.1 -5.1 3.5 7.7 4.8 7.7 7.0 4.3 -13.5 -10.5 -15.2 -1.7 -16.0 -5.3 -5.1 -3.4 -5.4 -4.6 -9.5 -7.9 -15.8 -3.5 -12.9 -6.9 -5.1 -12.0 -3.8 -9.3 -0.8 -7.4 4.3 -20.0 -20.0 -20.0 -15.5 4.2 5.8 -7.1 -3.1 CAD -8.5 -18.1 2.5 -4.9 -9.6 -1.5 -7.8 0.3 -7.3 -16.5 -14.7 -17.3 -16.9 -20.0 -19.5 -6.2 -4.2 -5.6 -4.9 -19.8 -12.6 -13.2 -8.9 -20.0 -0.1 -6.6 -3.5 -3.9 -4.4 -2.5 -7.0 -5.4 13.3 -0.4 -12.5 -9.9 -1.9 -8.0 -5.7 -5.4 CANOLA 12.1 19.0 5.3 -0.2 -0.8 -1.9 -0.6 -3.2 -0.1 5.5 0.5 7.6 -6.6 8.7 4.2 -17.1 -12.3 -15.4 -14.3 6.1 0.7 7.6 -5.1 8.0 -15.8 2.9 3.5 1.1 2.6 -1.4 3.0 -20.0 11.5 20.0 15.6 10.0 -5.5 -12.4 0.3 -7.3 CHF -13.6 -20.0 6.0 -3.1 -6.2 -1.0 -5.0 0.2 -4.7 -13.3 1.3 -13.7 -2.5 -14.6 -6.7 -15.4 -16.1 -15.4 -15.5 -10.6 -2.0 -19.8 0.5 -17.3 4.2 -3.5 -7.3 -0.4 -6.9 0.6 -6.0 -20.0 -15.7 -8.4 -12.2 9.9 -11.4 -12.8 -20.0 -13.3 COCOA 2.6 -0.2 5.0 -0.2 -0.7 -1.6 -0.5 -2.6 -0.0 6.9 1.3 6.6 4.1 6.1 5.8 20.0 20.0 20.0 20.0 6.1 6.4 10.7 10.2 7.8 -20.0 2.5 5.8 3.3 4.0 6.2 3.0 20.0 19.0 8.6 8.3 11.2 20.0 20.0 20.0 20.0 COFFEE -5.1 -9.7 3.1 -0.4 -1.6 -3.8 -1.2 -6.3 -0.1 14.6 13.4 9.3 16.1 -3.5 4.8 1.3 4.9 2.4 3.5 5.2 12.4 13.6 17.7 4.9 -20.0 2.8 15.1 6.7 9.2 10.9 3.4 4.1 20.0 6.4 -4.4 15.5 -11.1 -7.7 -2.3 -0.4 COPPER -9.2 0.8 -3.3 1.3 -6.3 1.1 -4.3 0.2 -0.9 -8.8 -3.3 -6.9 -0.2 -5.3 0.7 -3.9 -3.3 -3.7 -3.3 -1.0 0.6 -8.6 2.0 -4.1 -12.9 0.5 -6.6 1.5 -4.2 2.1 -1.7 3.6 12.1 -8.4 0.5 -3.6 16.8 10.9 12.6 19.7 CORN 3.7 5.8 -6.6 -0.5 -2.0 -4.7 -1.5 -7.8 -0.1 -0.3 -17.4 8.6 -20.0 -5.2 -2.0 -8.5 -14.2 -12.2 -14.5 -7.3 -20.0 4.3 -20.0 0.2 -12.7 -4.9 -1.0 -10.7 2.9 -15.9 -0.2 -20.0 11.9 2.8 -13.0 -9.5 7.7 -2.7 13.1 1.4 COTTON2 -6.7 2.7 9.3 -0.5 -1.7 -4.1 -1.3 -6.9 -0.1 -13.5 -16.8 -13.1 -17.6 -11.4 0.4 -15.9 -6.8 -13.9 -10.9 -4.5 -9.3 -8.9 -16.9 -6.9 -20.0 -2.9 -10.5 -3.5 -6.0 -4.2 -4.7 -18.3 -11.3 -7.8 -8.5 2.1 -18.1 -14.1 -11.9 -9.3 CRUDE_W 0.9 4.5 -11.5 -1.4 -6.0 -3.3 -2.3 -2.6 -0.5 -11.3 -7.5 -3.3 -2.9 -2.6 -5.4 3.1 10.4 6.1 8.6 -4.8 -6.9 -4.8 -3.9 -2.7 -1.4 -2.0 -8.3 -3.8 -3.7 -2.6 -1.6 9.0 -1.6 -1.3 -4.2 1.6 -2.1 8.0 -1.9 12.5 DAX -14.9 3.6 4.4 3.4 7.5 4.7 7.6 6.9 4.3 -7.6 13.8 -8.7 16.5 3.0 13.7 -8.3 -9.9 -8.5 -9.0 6.8 10.0 -5.0 12.2 -0.3 8.6 3.0 -4.2 5.2 -3.1 7.6 -0.8 -5.3 -20.0 -15.3 1.5 6.1 20.0 9.3 9.4 2.7 DOW -10.4 -2.7 8.2 2.5 5.5 3.4 5.5 5.0 3.1 11.0 11.8 10.1 13.2 9.5 11.5 -9.6 -10.6 -9.8 -10.1 11.3 11.4 20.0 11.5 13.5 -11.1 4.1 7.1 4.5 6.9 4.9 4.6 -6.8 20.0 11.5 11.2 20.0 6.5 4.4 -12.9 -8.4 DX 10.6 20.0 -4.0 -3.3 -6.4 -1.0 -5.2 0.2 -4.9 13.6 3.8 13.3 5.5 14.9 11.5 6.1 6.6 6.2 6.3 13.0 4.6 18.9 1.1 17.7 -20.0 4.1 6.9 1.4 5.8 0.2 5.6 13.6 20.0 20.0 20.0 1.7 0.2 7.6 0.3 10.7 EUR -5.9 -20.0 0.5 -3.3 -6.5 -1.0 -5.3 0.2 -4.9 -14.0 -5.3 -13.0 -4.2 -14.2 -11.9 -6.7 -7.1 -6.8 -6.9 -11.1 -4.6 -19.4 -1.3 -15.5 17.2 -4.2 -8.6 -1.5 -7.0 0.1 -5.9 -9.5 -12.7 -7.7 -12.0 -2.1 -3.1 -17.1 -7.4 -20.0 EURIBOR-ICE -11.8 -13.3 10.9 -1.9 -2.4 -0.2 -2.8 0.4 -3.0 4.8 5.7 0.4 5.6 -2.9 3.4 5.3 -0.5 4.2 2.0 1.7 5.2 2.4 5.3 -0.7 10.7 0.9 3.0 2.7 1.1 2.9 -0.4 4.7 12.8 13.8 14.2 10.6 -6.2 -16.2 9.4 5.8 EUROSTX -13.1 -2.2 -4.6 3.1 6.9 4.3 6.9 6.3 3.9 -13.0 1.7 -13.7 10.7 -11.0 1.9 -3.8 -3.3 -4.0 -4.0 -5.0 -0.7 -15.0 5.0 -10.9 -2.7 -3.2 -10.0 -0.2 -8.9 4.1 -6.6 4.7 -20.0 -20.0 -14.1 -10.6 6.0 3.0 -19.0 -9.3 FEEDCOW -5.7 20.0 -7.3 -0.5 -1.9 -4.6 -1.5 -7.7 -0.1 3.3 -5.1 -11.1 -12.8 10.6 3.3 14.8 -5.2 15.8 8.4 3.3 -7.2 -3.5 -13.6 1.4 -11.1 0.7 0.5 -2.9 -1.7 -4.4 -0.1 -1.2 -12.6 -13.7 20.0 -20.0 14.6 20.0 20.0 20.0 GASOIL 4.9 9.2 -14.3 -1.3 -5.4 -3.0 -2.0 -2.4 -0.4 -3.5 -11.2 -0.9 -5.4 -0.0 -7.3 0.3 6.8 1.1 2.4 -5.0 -9.3 -1.6 -6.6 -0.4 3.8 -2.9 -4.4 -5.3 -0.9 -4.1 -0.3 0.1 4.3 0.7 -2.7 -8.5 0.3 -7.8 2.0 -12.6 GASOLINE -1.0 8.8 -10.1 -1.2 -5.0 -2.8 -1.9 -2.2 -0.4 -9.4 -6.6 -3.8 -1.5 -2.6 -2.2 0.2 20.0 10.8 19.8 -2.3 -3.8 -4.4 -1.6 -1.7 -19.1 0.1 -5.9 -0.7 -2.6 -0.1 -0.5 20.0 -1.8 -2.2 1.2 6.8 2.7 10.6 6.5 18.1 GAS_US_mini -2.6 -1.1 9.4 -1.5 -6.5 -3.7 -2.5 -2.9 -0.5 10.6 -17.4 -6.5 -19.1 -14.1 -14.8 -20.0 -20.0 -20.0 -20.0 -11.4 -12.1 -1.6 -18.2 -9.8 20.0 -5.4 5.4 -4.9 -0.7 -5.9 -4.9 -20.0 -11.6 -7.4 -20.0 -0.7 -13.0 -20.0 -8.6 -17.5 GBP -11.2 -18.8 2.0 -3.9 -7.7 -1.2 -6.3 0.3 -5.9 -15.9 6.0 -14.0 9.8 -17.0 -5.4 0.4 -0.2 0.4 0.1 -6.0 2.6 -15.6 6.8 -12.2 -1.8 -2.7 -11.3 2.0 -7.5 4.3 -6.0 2.2 -11.6 1.0 3.4 6.7 5.1 -20.0 15.8 -19.5 GOLD_micro -20.0 -10.3 6.2 1.8 -8.4 1.4 -5.7 0.2 -1.2 -12.5 12.7 -9.6 14.0 0.6 9.9 -12.7 -13.5 -13.2 -13.0 9.9 15.8 -19.3 16.8 -3.0 -11.4 3.3 -8.9 4.9 -5.8 5.1 -0.7 -13.5 -18.3 1.9 12.2 20.0 20.0 1.4 17.6 6.9 HEATOIL 4.2 12.6 -10.8 -1.2 -5.2 -2.9 -2.0 -2.3 -0.4 -7.5 -10.7 -1.2 -8.1 -3.7 -6.9 -2.3 2.7 -3.7 -2.8 -3.8 -8.0 -2.4 -7.1 -0.6 -17.8 -0.7 -4.1 -3.2 -1.3 -3.2 0.2 -8.2 2.8 1.8 0.9 -0.3 -1.3 3.7 0.5 5.4 JGB-SGX-mini -6.7 -11.5 7.9 -2.1 -1.3 -0.1 -2.7 0.5 -3.3 -7.8 4.0 -6.3 3.0 -7.8 2.6 17.9 16.3 14.7 15.0 -1.3 1.9 -5.6 2.2 -4.2 -11.0 -0.8 -4.3 0.6 -3.2 0.2 -2.3 20.0 5.3 8.8 12.2 5.7 -20.0 -10.1 -20.0 -5.1 JPY -14.1 -20.0 9.1 -1.8 -3.5 -0.5 -2.8 0.1 -2.6 -5.8 -1.3 -6.4 -3.9 -8.0 -4.9 -10.4 -13.8 -11.0 -12.1 -7.9 -3.6 -7.0 -3.9 -9.4 20.0 -2.1 -2.0 -0.8 -2.1 -1.1 -2.6 -20.0 2.1 -3.0 -11.7 7.2 -18.9 -20.0 -14.7 -20.0 LEANHOG 14.2 20.0 20.0 -0.6 -2.2 -5.2 -1.7 -8.6 -0.2 20.0 6.4 20.0 0.8 20.0 20.0 -20.0 15.1 12.9 20.0 20.0 20.0 20.0 0.8 20.0 1.5 8.9 5.1 5.4 6.2 1.1 8.7 20.0 18.0 20.0 20.0 20.0 1.7 -5.1 6.0 0.9 LIVECOW -12.5 12.3 6.5 -0.6 -2.2 -5.2 -1.7 -8.6 -0.2 -11.1 20.0 -19.6 16.4 10.0 17.8 -8.3 6.4 -1.1 4.2 14.0 19.0 -12.9 17.7 -1.0 -20.0 3.6 -4.7 5.5 -6.2 6.5 -1.7 6.9 -20.0 -13.5 20.0 10.1 -5.8 20.0 1.3 20.0 LUMBER-new 17.3 19.1 11.2 -0.4 -1.7 -4.0 -1.3 -6.4 -0.1 17.9 -4.0 18.8 -8.8 19.8 19.5 -20.0 -18.5 -19.5 -18.8 20.0 6.0 20.0 -6.4 20.0 NaN 6.4 9.2 2.4 9.6 -1.2 8.9 -20.0 20.0 20.0 20.0 20.0 7.9 2.4 14.9 7.8 MILK -20.0 -20.0 12.3 -0.3 -1.3 -3.1 -1.0 -5.2 -0.1 -13.6 9.5 -15.6 9.0 -15.8 -3.0 4.7 -2.5 16.3 10.2 -10.1 7.0 -20.0 10.5 -20.0 15.9 -3.0 -4.4 1.3 -6.3 2.1 -6.3 2.1 -20.0 -20.0 -20.0 11.8 -4.7 -20.0 1.0 -20.0 MXP -3.6 0.8 -15.5 -2.8 -5.6 -0.9 -4.6 0.2 -4.3 -11.2 -12.5 -11.1 -9.8 -10.4 -12.2 11.5 13.3 11.3 11.7 -10.7 -12.8 -12.1 -9.3 -9.8 -20.0 -4.7 -8.8 -5.5 -5.4 -3.8 -4.4 20.0 -4.3 -4.1 3.0 -20.0 16.3 20.0 20.0 20.0 NASDAQ_micro 3.2 9.3 7.7 2.5 5.5 3.5 5.6 5.0 3.1 12.1 9.2 11.5 11.1 12.4 11.0 -9.4 -9.7 -8.9 -9.1 12.3 11.1 20.0 13.7 15.5 -20.0 4.3 6.3 4.5 6.6 6.1 5.0 -5.1 5.4 12.5 11.4 3.0 7.9 3.7 -7.7 -4.6 NIKKEI -1.3 9.1 4.1 1.8 4.0 2.5 4.1 3.7 2.3 4.3 4.2 5.3 4.9 7.1 6.8 1.2 6.9 2.6 4.6 3.8 2.9 4.9 4.8 4.6 -7.4 0.4 1.2 -0.6 2.5 1.8 1.9 20.0 -4.0 -2.7 3.4 -16.9 20.0 7.4 20.0 8.8 NZD -11.7 -17.4 2.6 -2.9 -5.7 -0.9 -4.7 0.2 -4.4 -9.8 -3.1 -10.5 -0.3 -13.2 -6.7 -1.1 -0.2 -0.7 -0.4 -8.8 -3.4 -8.3 -0.9 -10.9 1.0 -3.2 -3.4 -1.1 -3.2 -0.1 -4.1 1.9 6.1 0.2 -1.1 -0.8 -0.3 -8.4 0.9 -2.4 OAT -13.3 -12.5 4.7 -2.6 -3.3 -0.2 -3.8 0.6 -4.1 -3.0 -0.3 -9.2 -1.7 -10.8 -6.5 8.1 5.1 6.8 5.4 -6.2 -2.3 -6.2 -1.7 -8.8 3.6 -2.7 -1.4 -0.6 -2.9 0.1 -4.1 12.3 9.4 8.2 8.7 -0.7 -8.5 -14.7 10.8 5.4 OATIES -13.8 10.3 20.0 -0.4 -1.5 -3.6 -1.2 -6.1 -0.1 -14.9 2.9 -10.0 -10.7 2.2 12.7 -1.3 2.3 1.8 2.8 9.4 8.8 -20.0 -0.5 -3.1 -20.0 2.8 -14.8 2.9 -8.7 0.5 -1.6 1.2 -20.0 -5.4 5.2 20.0 20.0 4.1 20.0 14.1 OJ -4.4 -1.8 3.7 -0.4 -1.7 -4.0 -1.3 -6.6 -0.1 3.5 17.3 -3.1 18.8 1.3 12.4 15.2 12.5 13.2 12.0 9.7 20.0 -1.2 20.0 0.3 -20.0 3.5 5.3 8.6 -1.0 15.8 -0.7 17.2 -13.8 -0.9 -7.3 20.0 15.6 11.8 20.0 20.0 PALLAD -7.2 3.6 19.6 1.0 -4.9 0.8 -3.3 0.1 -0.7 -7.6 2.5 -7.2 -2.8 -4.2 2.2 -2.4 -2.1 -2.2 -2.0 1.6 2.3 -12.4 -1.2 -4.4 12.9 1.1 -5.4 1.2 -3.9 -0.2 -0.9 5.7 -12.3 -0.2 -2.9 2.6 -11.0 -20.0 -19.9 -20.0 PLAT -5.6 3.4 1.9 1.7 -7.8 1.3 -5.3 0.2 -1.1 -12.1 -2.8 -11.1 -1.8 -4.5 2.3 -4.0 -4.4 -4.2 -4.4 0.3 1.3 -13.6 0.5 -5.4 4.9 0.4 -10.2 0.6 -7.2 0.1 -2.7 1.6 -4.3 -3.1 -5.9 -6.9 5.2 -7.9 -3.7 -1.6 REDWHEAT -12.8 5.5 4.8 -0.5 -1.7 -4.2 -1.3 -6.9 -0.1 -18.1 -15.0 -18.8 -17.8 -16.9 -3.5 -10.3 -7.6 -10.5 -9.7 -8.9 -10.3 -18.9 -17.8 -13.9 -4.8 -4.8 -12.7 -4.9 -10.1 -7.0 -7.4 -18.3 -20.0 -20.0 -15.7 -5.3 -20.0 -20.0 -20.0 -20.0 RICE -14.2 -11.7 -8.9 -0.5 -1.8 -4.4 -1.4 -7.4 -0.1 9.6 6.4 -12.5 10.2 -18.3 -13.2 -12.6 20.0 -5.7 9.6 -15.8 -6.9 -11.8 3.4 -20.0 -15.8 -6.5 4.9 -3.1 -4.9 -0.1 -8.3 20.0 -20.0 -20.0 -20.0 -5.6 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -20.0 1.2 -0.2 -0.9 -2.1 -0.7 -3.4 -0.1 8.3 6.0 -3.2 8.8 -7.7 0.1 7.7 20.0 20.0 20.0 -1.0 9.8 0.9 17.9 -5.3 -20.0 -0.4 3.1 3.5 0.5 7.6 -1.5 20.0 6.1 -10.4 -13.9 11.2 6.3 -0.1 12.1 6.1 RUSSELL 4.9 3.2 5.0 2.4 5.4 3.4 5.4 4.9 3.0 9.6 9.4 10.2 11.1 10.2 9.9 -6.3 -6.4 -6.1 -6.1 10.9 8.1 20.0 7.0 17.1 0.1 4.1 6.8 3.7 7.9 3.6 5.7 0.2 20.0 20.0 12.2 15.9 -4.1 -14.5 -20.0 -20.0 SHATZ -12.4 -11.5 18.1 -1.8 -2.3 -0.2 -2.6 0.4 -2.8 4.9 4.0 -1.3 -0.2 -4.5 1.6 -19.7 -20.0 -20.0 -20.0 -0.2 3.0 0.0 0.7 -2.8 5.8 0.1 1.8 1.7 0.0 1.0 -1.2 -20.0 9.0 11.0 11.6 8.8 -11.4 -15.2 -0.5 -5.9 SILVER-mini -10.4 3.0 2.2 1.4 -6.4 1.1 -4.4 0.2 -0.9 -9.6 6.4 -8.9 7.2 -3.0 4.8 -5.8 -6.4 -6.1 -6.1 3.7 6.3 -11.8 6.7 -3.5 0.9 1.8 -4.6 2.5 -3.9 2.5 -0.8 -1.6 -3.6 2.6 4.0 1.7 4.2 -1.8 -5.8 8.6 SMI -15.4 -9.3 -5.8 2.6 5.7 3.5 5.7 5.1 3.2 -10.3 5.6 -10.9 10.6 -9.3 -1.1 0.8 0.3 0.1 -0.4 -5.1 1.0 -12.6 6.3 -10.1 8.2 -2.0 -6.5 2.2 -6.5 5.5 -5.3 10.8 -20.0 -20.0 -17.5 -0.2 -6.4 1.3 -20.0 -7.5 SOFR -20.0 -20.0 -0.9 -2.8 -3.5 -0.2 -4.0 0.6 -4.4 -10.1 1.4 -11.4 4.5 -12.9 -10.0 0.4 0.2 1.2 0.8 -15.6 -4.1 -16.2 1.5 -20.0 -5.4 -3.9 -3.0 -1.3 -3.7 0.3 -4.7 4.3 -1.6 -11.2 -17.2 -9.3 1.1 -11.6 19.9 15.4 SOYBEAN 2.1 -0.2 -11.6 -0.4 -1.4 -3.5 -1.1 -5.8 -0.1 -3.1 -13.7 3.8 -14.9 -9.0 -9.3 -0.5 0.6 -2.6 -2.7 -10.9 -19.2 0.9 -20.0 -4.3 -20.0 -4.7 -1.3 -7.4 0.6 -8.5 -1.8 -5.8 14.5 -4.3 -13.8 -17.6 3.3 -9.0 8.2 -4.3 SOYMEAL -16.2 -12.3 -6.9 -0.4 -1.4 -3.4 -1.1 -5.6 -0.1 -14.4 -13.9 -15.2 -14.9 -16.6 -13.3 -5.9 1.5 -3.8 -1.9 -16.2 -15.3 -14.5 -17.3 -18.2 -20.0 -5.2 -4.0 -4.3 -5.2 -3.9 -6.1 -3.9 -14.2 -19.6 -20.0 -6.9 -20.0 -20.0 -20.0 -20.0 SOYOIL 17.2 20.0 12.9 -0.2 -0.8 -2.0 -0.6 -3.3 -0.1 2.9 -0.5 7.1 -7.4 8.1 5.3 -1.6 0.7 -0.4 0.1 7.6 1.6 12.0 -3.9 11.9 -19.5 2.7 1.3 0.8 4.0 -0.9 4.0 -3.1 20.0 20.0 16.2 4.7 4.0 -6.2 12.7 -0.9 SP400 -0.8 5.6 5.8 2.8 6.2 3.9 6.3 5.7 3.5 12.0 12.0 12.0 14.2 12.5 12.8 -7.7 -6.4 -7.3 -6.8 13.1 10.4 20.0 10.0 18.6 -11.1 4.8 7.7 4.6 8.5 4.7 6.2 -0.2 20.0 20.0 16.2 19.0 2.6 -7.2 -15.8 -20.0 SP500_micro -5.5 3.9 10.7 3.1 6.8 4.3 6.9 6.2 3.9 15.3 16.3 14.2 17.1 14.7 16.1 -11.2 -11.7 -10.9 -11.2 16.8 18.1 20.0 20.0 18.5 -20.0 5.3 8.1 6.3 7.6 8.1 5.4 -8.7 10.9 11.9 14.0 12.9 9.2 3.7 -10.6 -6.7 SUGAR11 -11.7 7.9 20.0 -0.4 -1.4 -3.4 -1.1 -5.6 -0.1 -14.7 7.3 -11.6 -5.8 0.1 9.0 20.0 18.6 20.0 20.0 8.4 8.9 -9.1 1.8 -1.2 -20.0 2.7 -5.5 2.8 -3.3 0.4 -0.5 20.0 -10.8 -8.9 16.8 19.8 -20.0 4.6 -20.0 8.1 US10 -18.1 -20.0 -0.1 -2.1 -2.6 -0.2 -3.0 0.4 -3.2 -6.6 -0.4 -7.8 1.4 -9.3 -7.6 -3.6 -6.8 -5.2 -6.0 -11.3 -3.8 -10.8 -0.8 -13.9 1.5 -2.9 -2.2 -1.1 -2.6 0.0 -3.4 -7.5 -0.0 -6.5 -11.6 -6.9 -2.4 -20.0 14.2 8.4 US10U -14.8 -20.0 0.6 -2.8 -3.5 -0.2 -4.0 0.6 -4.4 -7.9 -0.9 -10.0 1.4 -12.4 -10.2 -3.9 -3.6 -4.3 -4.2 -13.6 -4.8 -12.2 -1.5 -16.3 -1.2 -3.9 -2.8 -1.6 -3.3 -0.1 -4.5 -3.1 3.7 -5.9 -13.1 -10.0 -1.2 -17.2 20.0 17.4 US2 -20.0 -20.0 5.0 -2.1 -2.6 -0.2 -3.0 0.5 -3.3 -8.9 -0.4 -9.7 -0.4 -10.3 -7.5 -17.5 -20.0 -20.0 -20.0 -13.8 -4.0 -16.4 -1.9 -18.9 13.8 -2.6 -2.9 -0.6 -3.2 0.1 -3.6 -20.0 -5.4 -7.6 -11.3 0.0 -4.1 -18.6 4.4 -8.7 US20 -10.2 -20.0 -0.7 -2.0 -2.5 -0.2 -2.9 0.4 -3.1 -3.5 -0.8 -6.2 2.4 -8.5 -7.2 -1.8 -1.3 -1.9 -1.6 -8.5 -3.2 -6.0 -0.7 -9.4 -2.7 -2.7 -1.6 -1.1 -1.8 0.1 -2.9 1.1 7.6 -1.2 -8.2 -7.7 0.2 -10.2 20.0 19.9 US30 -6.2 -20.0 0.2 -2.2 -2.8 -0.2 -3.2 0.5 -3.4 -3.5 -1.7 -5.9 0.9 -9.0 -7.9 -0.9 -4.4 -2.6 -3.6 -7.8 -3.3 -5.0 -1.6 -8.1 -1.8 -3.0 -1.7 -1.3 -1.8 -0.1 -3.0 -3.4 10.8 2.9 -5.2 -8.4 -1.4 -8.9 20.0 20.0 US5 -20.0 -20.0 0.7 -2.3 -2.8 -0.2 -3.3 0.5 -3.5 -8.6 -0.5 -9.5 0.3 -10.7 -8.4 -6.5 -10.0 -8.2 -9.2 -14.0 -4.6 -14.4 -1.1 -17.8 5.7 -3.1 -2.6 -1.0 -3.0 0.1 -3.8 -13.1 -2.5 -8.2 -13.7 -5.8 -0.1 -19.7 15.0 4.0 VIX -10.0 -1.1 -1.6 -1.1 -7.0 0.3 -7.4 -2.1 -4.5 -12.2 -8.1 -12.8 -9.9 -9.9 -9.4 -16.0 -20.0 -11.2 -17.0 -3.6 -1.2 -16.8 -6.1 -10.3 NaN -1.4 -8.0 0.2 -8.5 -2.5 -5.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -9.0 4.8 2.6 -0.5 -1.9 -4.6 -1.5 -7.6 -0.1 -17.9 -13.8 -16.4 -16.7 -16.6 0.9 -12.6 -14.3 -13.1 -13.9 -6.8 -9.9 -15.3 -18.6 -10.4 4.7 -4.6 -15.1 -5.2 -9.5 -7.4 -6.6 -20.0 -15.1 -20.0 -13.3 -3.8 -20.0 -17.8 -20.0 -15.8 End of report for caleb_strategy_v3