******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241115_204413 produced at 2024-11-15 21:39:33.277971 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.02 0.0 0.00 0.00 0.00 0.00 -12.47 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.30 0.0 0.00 0.00 0.00 0.00 -9.56 16.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.78 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 999.00 -999.00 -0.11 -0.12 -28.29 999999999.0 -19 -20 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.13 0.0 0.70 -0.70 -0.07 -0.02 -5.32 29.0 -3 -1 caleb_strategy_v3 CHF False False 0.05 -0.24 -0.11 0.0 0.63 -0.63 -0.24 -0.24 -2.30 13.0 -5 -5 caleb_strategy_v3 EUR False False 0.05 -0.05 -0.07 0.0 0.63 -0.63 -0.05 -0.09 -1.47 14.0 -1 -2 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.07 0.0 0.91 -0.91 -0.04 -0.04 -1.98 25.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.09 -0.09 -0.05 -0.05 -8.15 12.0 -7 -7 caleb_strategy_v3 CAC True False 0.03 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -2.18 12.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.05 0.0 0.00 -0.06 -0.06 -0.05 -17.94 26.0 -24 -20 caleb_strategy_v3 MXP False False 0.01 -0.06 -0.05 0.0 0.50 -0.50 -0.06 -0.05 -6.39 60.0 -7 -6 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.31 24.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.13 -0.13 -0.05 -0.06 -4.20 11.0 -4 -5 caleb_strategy_v3 US10 False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.05 17.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.11 -0.04 0.0 0.47 -0.47 -0.11 -0.11 -1.28 17.0 -4 -4 caleb_strategy_v3 GBP False False 0.03 0.00 -0.04 0.0 0.59 -0.59 0.00 0.00 -1.42 22.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.04 0.0 0.04 -0.04 0.00 0.00 -3.91 4.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.03 0.0 0.42 -0.42 0.00 0.00 -1.47 21.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.03 -0.03 0.0 0.35 -0.35 -0.03 -0.07 -2.01 20.0 -2 -4 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.09 -0.09 -0.04 -0.03 -3.05 9.0 -4 -3 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 -0.03 0.0 0.11 -0.11 -0.02 -0.04 -1.19 5.0 -1 -2 caleb_strategy_v3 SMI False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.60 9.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.48 -0.48 0.00 -0.05 -0.61 10.0 0 -1 caleb_strategy_v3 US10U False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.69 13.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.08 -0.08 -0.01 -0.01 -2.82 8.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -1.07 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -1.40 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 -2.42 9.0 -2 -2 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.02 0.0 0.42 -0.42 -0.02 0.00 -1.11 19.0 -1 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -0.75 4.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.16 -0.16 -0.01 -0.02 -4.74 51.0 -2 -5 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.02 0.0 999.00 -999.00 -0.03 -0.07 -0.67 999999999.0 -1 -2 caleb_strategy_v3 GOLD_micro False False 0.01 0.04 -0.02 0.0 0.49 -0.49 0.04 0.01 -2.02 56.0 4 1 caleb_strategy_v3 US30 False True 0.04 -0.13 -0.01 0.0 0.00 -0.13 -0.13 -0.13 -0.14 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.22 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 -0.78 5.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.06 2.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.68 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 -0.16 999999999.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.07 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 -0.00 0.0 0.14 -0.14 0.02 0.01 -0.33 18.0 2 1 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.09 -0.09 0.00 0.01 0.04 10.0 0 1 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.13 6.0 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 -0.07 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 -0.02 0.00 0.0 0.37 -0.37 -0.02 0.00 0.25 23.0 -1 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 -0.00 0.0 0.43 -0.43 0.03 0.00 -0.17 17.0 1 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.13 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.03 0.00 0.0 0.32 -0.32 0.03 0.04 0.03 23.0 2 3 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.01 0.0 0.48 -0.48 0.00 0.00 0.95 48.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 0.01 0.0 0.82 -0.82 0.00 0.00 0.14 19.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.49 -0.49 0.00 0.00 1.56 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 3.37 68.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.22 0.02 0.0 0.22 -0.22 0.22 0.22 0.14 2.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.90 3.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 0.02 0.0 0.33 -0.33 0.00 0.00 0.50 8.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 0.02 0.0 0.44 -0.44 0.00 0.00 0.46 10.0 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 2.89 3.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.06 0.02 0.0 0.76 -0.76 0.06 0.06 0.75 26.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.40 -0.40 0.00 0.00 3.89 58.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.04 0.0 0.45 -0.45 0.00 0.00 0.77 10.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.04 0.0 0.00 0.00 0.00 0.00 13.00 59.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.07 0.0 0.30 -0.30 0.04 0.03 8.12 36.0 5 4 caleb_strategy_v3 DX False True 0.04 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.82 999999999.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.08 0.0 0.15 -0.15 0.11 0.08 7.11 13.0 10 7 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.91 0.0 0.89 -0.89 0.00 0.00 10.24 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.7 Shocked risk 26.2 Sum abs risk 39.4 Leverage 4.41 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2928656.38, 'annual_cash_vol_target': 732164.095, 'daily_cash_vol_target': 45760.2559375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6460 0.7045 11.2728 BITCOIN 2292.0484 91990.0000 2.4916 39.8660 BOBL 0.2447 118.6700 0.2062 3.2988 BTP 0.5288 120.4500 0.4391 7.0248 BUND 0.4607 132.3100 0.3482 5.5710 BUXL 1.1942 133.4000 0.8952 14.3233 CAC 69.0117 7284.0000 0.9474 15.1591 CAD 0.0028 0.7104 0.3936 6.2978 CANOLA 9.8741 661.1000 1.4936 23.8973 CHF 0.0055 1.1305 0.4907 7.8515 COCOA 179.8413 8542.0000 2.1054 33.6860 COFFEE 4.7125 285.5000 1.6506 26.4098 COPPER 0.0690 4.0665 1.6959 27.1342 CORN 3.9120 439.7500 0.8896 14.2334 COTTON2 0.9332 68.9300 1.3538 21.6607 CRUDE_W 1.0947 65.3100 1.6762 26.8197 DAX 164.6878 19265.0000 0.8549 13.6777 DOW 337.5010 43544.0000 0.7751 12.4013 DX 0.4601 106.6150 0.4315 6.9046 EUR 0.0056 1.0550 0.5354 8.5660 EURIBOR-ICE 0.0466 97.9750 0.0476 0.7610 EUROSTX 49.0129 4792.0000 1.0228 16.3649 FEEDCOW 1.6569 245.2250 0.6757 10.8108 GASOIL 11.1418 656.2500 1.6978 27.1649 GASOLINE 0.0381 1.9270 1.9753 31.6044 GAS_US_mini 0.1012 3.1000 3.2645 52.2316 GBP 0.0070 1.2613 0.5515 8.8243 GOLD_micro 24.0666 2567.9000 0.9372 14.9954 HEATOIL 0.0391 2.1908 1.7830 28.5279 JGB-SGX-mini 0.2296 142.9600 0.1606 2.5692 JPY 0.0001 0.0065 0.7997 12.7956 LEANHOG 1.0068 82.8500 1.2152 19.4438 LIVECOW 0.9955 185.2250 0.5374 8.5989 LUMBER-new 7.7163 608.5000 1.2681 20.2893 MILK 0.2298 19.0500 1.2065 19.3037 MXP 0.0004 0.0488 0.8579 13.7256 NASDAQ_micro 196.5348 20460.5000 0.9606 15.3689 NIKKEI 474.3171 37975.0000 1.2490 19.9844 NZD 0.0041 0.5861 0.6924 11.0789 OAT 0.4680 125.1900 0.3738 5.9808 OATIES 6.2988 368.5000 1.7093 27.3489 OJ 7.2132 482.8000 1.4940 23.9045 PALLAD 28.0309 946.5000 2.9615 47.3844 PLAT 15.2237 944.7000 1.6115 25.7837 REDWHEAT 8.6244 552.5000 1.5610 24.9756 RICE 0.1599 15.2300 1.0498 16.7964 ROBUSTA 77.6993 4771.0000 1.6286 26.0572 RUSSELL 30.2071 2310.4000 1.3074 20.9191 SHATZ 0.0841 106.8200 0.0788 1.2601 SILVER-mini 0.5550 30.6000 1.8139 29.0222 SMI 100.1962 11612.0000 0.8629 13.8059 SOFR 0.0605 96.1800 0.0629 1.0064 SOYBEAN 9.5502 1019.7500 0.9365 14.9843 SOYMEAL 3.5103 294.6000 1.1916 19.0649 SOYOIL 0.8526 45.7800 1.8624 29.7984 SP400 31.0219 3218.6000 0.9638 15.4213 SP500_micro 42.7252 5890.0000 0.7254 11.6062 SUGAR11 0.2909 20.1200 1.4457 23.1311 US10 0.4035 109.4844 0.3685 5.8965 US10U 0.5589 112.3438 0.4975 7.9596 US2 0.0992 102.6445 0.0966 1.5459 US20 0.8562 116.1875 0.7369 11.7912 US30 1.3449 122.5625 1.0973 17.5573 US5 0.2454 106.5469 0.2304 3.6859 VIX 0.5713 17.2500 3.3116 52.9857 WHEAT 7.8422 599.7500 1.3076 20.9212 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 646.00 0.70 455.14 1.00 455.14 45760.26 100.54 -4.26 -42.81 BITCOIN 91.99 2.49 229.20 1.00 229.20 45760.26 199.65 6.01 120.07 BOBL 1186.70 0.21 244.66 1.06 259.64 45760.26 176.25 0.79 13.90 BTP 1204.50 0.44 528.84 1.06 561.20 45760.26 81.54 1.64 13.36 BUND 1323.10 0.35 460.69 1.06 488.88 45760.26 93.60 -6.38 -59.69 BUXL 1334.00 0.90 1194.21 1.06 1267.29 45760.26 36.11 -1.89 -6.81 CAC 728.40 0.95 690.12 1.06 732.35 45760.26 62.48 -10.21 -63.77 CAD 710.35 0.39 279.60 1.00 279.60 45760.26 163.66 -12.52 -204.87 CANOLA 132.22 1.49 197.48 0.72 141.50 45760.26 323.39 -6.03 -194.87 CHF 1413.12 0.49 693.45 1.00 693.45 45760.26 65.99 -13.44 -88.71 COCOA 854.20 2.11 1798.41 1.00 1798.41 45760.26 25.44 13.82 35.15 COFFEE 1070.62 1.65 1767.18 1.00 1767.18 45760.26 25.89 4.32 11.18 COPPER 1016.62 1.70 1724.08 1.00 1724.08 45760.26 26.54 -2.33 -6.17 CORN 219.88 0.89 195.60 1.00 195.60 45760.26 233.95 -14.32 -335.10 COTTON2 344.65 1.35 466.58 1.00 466.58 45760.26 98.08 -20.00 -196.15 CRUDE_W 653.10 1.68 1094.75 1.00 1094.75 45760.26 41.80 -2.64 -11.03 DAX 192.65 0.85 164.69 1.06 174.77 45760.26 261.84 4.36 114.10 DOW 217.72 0.78 168.75 1.00 168.75 45760.26 271.17 2.47 67.09 DX 1066.15 0.43 460.09 1.00 460.09 45760.26 99.46 7.05 70.09 EUR 1318.81 0.54 706.06 1.00 706.06 45760.26 64.81 -8.71 -56.47 EURIBOR-ICE 2449.38 0.05 116.50 1.06 123.63 45760.26 370.13 8.12 300.37 EUROSTX 479.20 1.02 490.13 1.06 520.13 45760.26 87.98 -6.70 -58.97 FEEDCOW 1226.12 0.68 828.47 1.00 828.47 45760.26 55.23 2.74 15.15 GASOIL 656.25 1.70 1114.18 1.00 1114.18 45760.26 41.07 -4.21 -17.29 GASOLINE 809.34 1.98 1598.67 1.00 1598.67 45760.26 28.62 -1.31 -3.76 GAS_US_mini 77.50 3.26 253.00 1.00 253.00 45760.26 180.87 -9.16 -165.64 GBP 788.31 0.55 434.77 1.00 434.77 45760.26 105.25 -5.19 -54.59 GOLD_micro 256.79 0.94 240.67 1.00 240.67 45760.26 190.14 -3.11 -59.19 HEATOIL 920.14 1.78 1640.59 1.00 1640.59 45760.26 27.89 -8.85 -24.68 JGB-SGX-mini 142960.00 0.16 22955.44 0.01 148.09 45760.26 309.01 -2.86 -88.26 JPY 813.69 0.80 650.73 1.00 650.73 45760.26 70.32 -6.99 -49.15 LEANHOG 331.40 1.22 402.73 1.00 402.73 45760.26 113.63 10.29 116.92 LIVECOW 740.90 0.54 398.18 1.00 398.18 45760.26 114.92 -0.45 -5.12 LUMBER-new 167.34 1.27 212.20 1.00 212.20 45760.26 215.65 6.26 135.00 MILK 381.00 1.21 459.67 1.00 459.67 45760.26 99.55 -3.64 -36.21 MXP 244.20 0.86 209.49 1.00 209.49 45760.26 218.44 -1.99 -43.56 NASDAQ_micro 409.21 0.96 393.07 1.00 393.07 45760.26 116.42 0.10 1.17 NIKKEI 37975.00 1.25 47431.71 0.01 305.98 45760.26 149.55 5.01 74.96 NZD 586.10 0.69 405.83 1.00 405.83 45760.26 112.76 -5.03 -56.73 OAT 1251.90 0.37 467.96 1.06 496.60 45760.26 92.15 2.46 22.68 OATIES 184.25 1.71 314.94 1.00 314.94 45760.26 145.30 -3.00 -43.61 OJ 724.20 1.49 1081.98 1.00 1081.98 45760.26 42.29 9.99 42.24 PALLAD 946.50 2.96 2803.09 1.00 2803.09 45760.26 16.32 -2.26 -3.70 PLAT 472.35 1.61 761.18 1.00 761.18 45760.26 60.12 -3.30 -19.83 REDWHEAT 276.25 1.56 431.22 1.00 431.22 45760.26 106.12 -20.00 -212.24 RICE 304.60 1.05 319.76 1.00 319.76 45760.26 143.11 -11.23 -160.66 ROBUSTA 477.10 1.63 776.99 1.00 776.99 45760.26 58.89 3.59 21.11 RUSSELL 115.52 1.31 151.04 1.00 151.04 45760.26 302.98 3.36 101.65 SHATZ 1068.20 0.08 84.13 1.06 89.28 45760.26 512.56 -2.52 -129.35 SILVER-mini 765.00 1.81 1387.62 1.00 1387.62 45760.26 32.98 -0.61 -2.00 SMI 1161.20 0.86 1001.96 1.13 1134.32 45760.26 40.34 -4.38 -17.67 SOFR 2404.50 0.06 151.25 1.00 151.25 45760.26 302.55 -6.78 -205.21 SOYBEAN 509.88 0.94 477.51 1.00 477.51 45760.26 95.83 -15.74 -150.79 SOYMEAL 294.60 1.19 351.03 1.00 351.03 45760.26 130.36 -20.00 -260.72 SOYOIL 274.68 1.86 511.56 1.00 511.56 45760.26 89.45 0.52 4.64 SP400 3218.60 0.96 3102.19 1.00 3102.19 45760.26 14.75 2.89 4.26 SP500_micro 294.50 0.73 213.63 1.00 213.63 45760.26 214.21 1.90 40.69 SUGAR11 225.34 1.45 325.78 1.00 325.78 45760.26 140.46 -1.10 -15.51 US10 1094.84 0.37 403.49 1.00 403.49 45760.26 113.41 -7.29 -82.63 US10U 1123.44 0.50 558.88 1.00 558.88 45760.26 81.88 -6.63 -54.25 US2 2052.89 0.10 198.35 1.00 198.35 45760.26 230.70 -9.50 -219.10 US20 1161.88 0.74 856.24 1.00 856.24 45760.26 53.44 -3.25 -17.35 US30 1225.62 1.10 1344.92 1.00 1344.92 45760.26 34.02 -3.24 -11.03 US5 1065.47 0.23 245.45 1.00 245.45 45760.26 186.44 -8.38 -156.25 VIX 172.50 3.31 571.25 1.00 571.25 45760.26 80.11 -14.31 -114.60 WHEAT 299.88 1.31 392.11 1.00 392.11 45760.26 116.70 -19.70 -229.96 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -42.809 0.010 2.5 -1.111 BITCOIN 120.074 0.043 2.5 13.002 BOBL 13.905 0.004 2.5 0.141 BTP 13.360 0.014 2.5 0.456 BUND -59.688 0.004 2.5 -0.605 BUXL -6.807 0.004 2.5 -0.069 CAC -63.770 0.014 2.5 -2.175 CAD -204.870 0.010 2.5 -5.316 CANOLA -194.870 0.010 2.5 -4.741 CHF -88.711 0.010 2.5 -2.302 COCOA 35.153 0.009 2.5 0.753 COFFEE 11.183 0.005 2.5 0.131 COPPER -6.173 0.043 2.5 -0.668 CORN -335.102 0.010 2.5 -8.153 COTTON2 -196.150 0.009 2.5 -4.201 CRUDE_W -11.028 0.043 2.5 -1.194 DAX 114.096 0.014 2.5 3.892 DOW 67.088 0.009 2.5 1.559 DX 70.090 0.010 2.5 1.819 EUR -56.470 0.010 2.5 -1.465 EURIBOR-ICE 300.366 0.014 2.5 10.245 EUROSTX -58.974 0.014 2.5 -2.011 FEEDCOW 15.149 0.013 2.5 0.502 GASOIL -17.292 0.017 2.5 -0.750 GASOLINE -3.760 0.017 2.5 -0.163 GAS_US_mini -165.640 0.043 2.5 -17.937 GBP -54.590 0.010 2.5 -1.416 GOLD_micro -59.189 0.014 2.5 -2.019 HEATOIL -24.682 0.017 2.5 -1.070 JGB-SGX-mini -88.257 0.043 2.5 -9.557 JPY -49.150 0.010 2.5 -1.275 LEANHOG 116.919 0.024 2.5 7.106 LIVECOW -5.120 0.013 2.5 -0.170 LUMBER-new 135.002 0.009 2.5 2.891 MILK -36.213 0.009 2.5 -0.776 MXP -43.556 0.059 2.5 -6.393 NASDAQ_micro 1.170 0.009 2.5 0.027 NIKKEI 74.958 0.043 2.5 8.117 NZD -56.732 0.010 2.5 -1.472 OAT 22.676 0.014 2.5 0.773 OATIES -43.607 0.010 2.5 -1.061 OJ 42.243 0.009 2.5 0.905 PALLAD -3.696 0.014 2.5 -0.126 PLAT -19.827 0.014 2.5 -0.676 REDWHEAT -212.237 0.005 2.5 -2.815 RICE -160.665 0.010 2.5 -3.909 ROBUSTA 21.114 0.005 2.5 0.247 RUSSELL 101.649 0.013 2.5 3.368 SHATZ -129.351 0.004 2.5 -1.312 SILVER-mini -2.002 0.014 2.5 -0.068 SMI -17.674 0.014 2.5 -0.603 SOFR -205.210 0.024 2.5 -12.471 SOYBEAN -150.793 0.004 2.5 -1.402 SOYMEAL -260.718 0.004 2.5 -2.425 SOYOIL 4.636 0.004 2.5 0.043 SP400 4.263 0.013 2.5 0.141 SP500_micro 40.687 0.009 2.5 0.946 SUGAR11 -15.513 0.009 2.5 -0.330 US10 -82.628 0.005 2.5 -1.047 US10U -54.251 0.005 2.5 -0.687 US2 -219.103 0.005 2.5 -2.776 US20 -17.349 0.005 2.5 -0.220 US30 -11.030 0.005 2.5 -0.140 US5 -156.254 0.005 2.5 -1.980 VIX -114.599 0.099 2.5 -28.288 WHEAT -229.962 0.005 2.5 -3.050 ===================== Position diags ===================== AUD 2.61 BITCOIN 21.62 BOBL 1.79 BTP 2.78 BUND 0.95 BUXL 0.37 CAC 2.13 CAD 4.25 CANOLA 7.87 CHF 1.71 COCOA 0.54 COFFEE 0.30 COPPER 2.87 CORN 5.69 COTTON2 2.10 CRUDE_W 4.53 DAX 8.93 DOW 6.30 DX 2.58 EUR 1.68 EURIBOR-ICE 12.62 EUROSTX 3.00 FEEDCOW 1.83 GASOIL 1.78 GASOLINE 1.24 GAS_US_mini 19.59 GBP 2.73 GOLD_micro 6.49 HEATOIL 1.21 JGB-SGX-mini 33.46 JPY 1.82 LEANHOG 6.91 LIVECOW 3.81 LUMBER-new 4.62 MILK 2.13 MXP 32.06 NASDAQ_micro 2.71 NIKKEI 16.19 NZD 2.93 OAT 3.14 OATIES 3.53 OJ 0.91 PALLAD 0.56 PLAT 2.05 REDWHEAT 1.41 RICE 3.48 ROBUSTA 0.69 RUSSELL 10.04 SHATZ 5.20 SILVER-mini 1.12 SMI 1.38 SOFR 18.39 SOYBEAN 0.89 SOYMEAL 1.21 SOYOIL 0.83 SP400 0.49 SP500_micro 4.98 SUGAR11 2.99 US10 1.44 US10U 1.04 US2 2.92 US20 0.68 US30 0.43 US5 2.36 VIX 19.77 WHEAT 1.55 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.1 -1.4 -0.8 -1.0 -1 BITCOIN 13.0 10.8 15.2 0.0 0 BOBL 0.1 -0.0 0.3 0.0 0 BTP 0.5 0.2 0.7 0.0 0 BUND -0.6 -0.7 -0.5 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC -2.2 -2.4 -2.0 0.0 0 CAD -5.3 -5.7 -4.9 -3.0 -3 CANOLA -4.7 -5.5 -4.0 -2.0 -2 CHF -2.3 -2.5 -2.1 -5.0 -5 COCOA 0.8 0.7 0.8 2.0 2 COFFEE 0.1 0.1 0.2 0.0 0 COPPER -0.7 -1.0 -0.4 -1.0 -1 CORN -8.2 -8.7 -7.6 -7.0 -7 COTTON2 -4.2 -4.4 -4.0 -4.0 -4 CRUDE_W -1.2 -1.6 -0.7 -1.0 -1 DAX 3.9 3.0 4.8 0.0 0 DOW 1.6 0.9 2.2 0.0 0 DX 1.8 1.6 2.1 0.0 0 EUR -1.5 -1.6 -1.3 -1.0 -1 EURIBOR-ICE 10.2 9.0 11.5 0.0 0 EUROSTX -2.0 -2.3 -1.7 -2.0 -2 FEEDCOW 0.5 0.3 0.7 0.0 0 GASOIL -0.7 -0.9 -0.6 -1.0 -1 GASOLINE -0.2 -0.3 -0.0 0.0 0 GAS_US_mini -17.9 -19.9 -16.0 -24.0 -24 GBP -1.4 -1.7 -1.1 0.0 0 GOLD_micro -2.0 -2.7 -1.4 4.0 4 HEATOIL -1.1 -1.2 -0.9 -1.0 -1 JGB-SGX-mini -9.6 -12.9 -6.2 0.0 0 JPY -1.3 -1.5 -1.1 -4.0 -4 LEANHOG 7.1 6.4 7.8 10.0 10 LIVECOW -0.2 -0.6 0.2 1.0 1 LUMBER-new 2.9 2.4 3.4 0.0 0 MILK -0.8 -1.0 -0.6 0.0 0 MXP -6.4 -9.6 -3.2 -7.0 -7 NASDAQ_micro 0.0 -0.2 0.3 2.0 2 NIKKEI 8.1 6.5 9.7 5.0 5 NZD -1.5 -1.8 -1.2 0.0 0 OAT 0.8 0.5 1.1 0.0 0 OATIES -1.1 -1.4 -0.7 NaN 0 OJ 0.9 0.8 1.0 1.0 1 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT -0.7 -0.9 -0.5 0.0 0 REDWHEAT -2.8 -3.0 -2.7 -1.0 -1 RICE -3.9 -4.3 -3.6 NaN 0 ROBUSTA 0.2 0.2 0.3 -1.0 -1 RUSSELL 3.4 2.4 4.4 0.0 0 SHATZ -1.3 -1.8 -0.8 NaN 0 SILVER-mini -0.1 -0.2 0.0 0.0 0 SMI -0.6 -0.7 -0.5 0.0 0 SOFR -12.5 -14.3 -10.6 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -2.0 -2 SOYMEAL -2.4 -2.5 -2.3 -2.0 -2 SOYOIL 0.0 -0.0 0.1 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 0.9 0.4 1.4 0.0 0 SUGAR11 -0.3 -0.6 -0.0 2.0 2 US10 -1.0 -1.2 -0.9 0.0 0 US10U -0.7 -0.8 -0.6 0.0 0 US2 -2.8 -3.1 -2.5 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.1 -0.2 -0.1 -3.0 -3 US5 -2.0 -2.2 -1.7 -1.0 -1 VIX -28.3 -30.3 -26.3 -19.0 -19 WHEAT -3.1 -3.2 -2.9 -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 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 0.1 -0.0 0.0 -0.2 0.1 -0.1 BITCOIN 0.6 0.6 0.0 0.0 -0.1 0.0 -0.1 0.0 -0.1 0.2 0.3 0.2 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.5 0.6 0.6 0.3 0.1 -0.1 -0.0 0.1 BOBL -0.4 -0.6 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.1 -0.0 0.4 -0.1 0.2 0.1 -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 0.4 0.3 0.4 0.1 -0.4 -0.5 0.1 -0.0 BTP -0.4 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 0.3 -0.0 0.5 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.3 -0.0 -2.7 0.0 0.1 0.1 0.0 0.2 -0.0 0.6 0.5 0.5 0.6 0.4 -0.5 -0.4 0.3 0.4 BUND -0.4 -0.6 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.4 -0.3 -0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.8 0.4 0.3 0.4 0.1 -0.7 -0.6 0.0 -0.0 BUXL -0.1 -0.3 0.0 -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 -0.0 -0.0 0.0 -0.0 -0.0 -0.3 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 0.4 0.6 0.6 0.0 -0.7 -0.7 -0.2 -0.2 CAC -0.4 -0.2 -0.2 0.0 -0.1 0.1 0.0 0.2 0.0 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.8 -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 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.4 -0.2 -0.6 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 0.3 -0.0 -0.3 -0.3 -0.1 -0.3 -0.2 -0.2 CANOLA 0.0 0.6 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.0 -0.2 0.1 0.0 -0.3 -0.2 -0.3 -0.3 0.0 0.0 -0.0 -0.1 0.0 -1.9 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.1 0.4 0.5 0.3 -0.2 -0.4 0.0 -0.2 CHF -0.5 -0.6 0.1 -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 0.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -1.1 -0.3 -0.2 -0.3 0.2 -0.4 -0.4 -0.7 -0.4 COCOA 0.6 0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.3 0.2 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 1.1 0.5 0.6 0.5 0.5 0.7 0.7 0.7 0.7 COFFEE 0.2 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 0.4 0.2 0.6 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.2 0.5 0.2 -2.7 0.0 0.2 0.1 0.2 0.3 0.1 0.2 0.5 0.6 0.3 0.6 -0.4 -0.3 -0.1 -0.0 COPPER -0.4 -0.2 -0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -1.5 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.2 0.1 -0.1 -0.0 -0.1 0.6 0.4 0.4 0.7 CORN 0.1 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 -0.5 -0.1 -0.7 -0.1 -0.0 -0.2 -0.3 -0.2 -0.3 -0.1 -0.2 -0.1 -0.5 -0.1 -1.7 -0.1 -0.1 -0.3 -0.1 -0.6 -0.0 -1.1 0.1 0.2 -0.4 -0.3 0.3 -0.1 0.5 0.1 COTTON2 -0.4 -0.0 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.5 -0.2 -0.6 -0.2 -0.0 -0.3 -0.1 -0.3 -0.2 -0.1 -0.1 -0.2 -0.4 -0.1 -2.7 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -1.0 -0.5 -0.5 -0.5 0.1 -0.6 -0.5 -0.4 -0.3 CRUDE_W -0.1 0.1 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.5 -0.1 -0.1 -0.2 0.1 -0.1 0.3 -0.1 0.4 DAX -0.6 0.0 0.1 0.0 -0.1 0.1 0.0 0.2 0.0 -0.0 0.3 -0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.3 -0.0 1.0 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.3 -0.5 -0.5 0.0 0.1 0.7 0.3 0.3 0.1 DOW -0.2 -0.1 0.3 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -1.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.4 0.5 0.3 0.4 0.6 0.2 0.1 -0.4 -0.3 DX 0.4 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 0.2 0.1 0.2 0.1 0.2 -2.7 0.0 0.0 0.0 0.1 0.0 0.1 0.7 0.5 0.6 0.6 0.2 -0.0 0.2 -0.0 0.3 EUR -0.3 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 2.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.5 -0.4 -0.2 -0.4 -0.1 -0.1 -0.5 -0.2 -0.6 EURIBOR-ICE -0.3 -0.5 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.2 0.1 0.2 -0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.1 0.2 0.0 1.4 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.5 0.5 0.5 0.4 -0.2 -0.5 0.3 0.2 EUROSTX -0.4 -0.2 -0.2 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.0 -0.1 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.3 -0.0 -0.0 -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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.2 -0.1 0.0 -0.5 0.1 0.1 0.3 -0.1 0.3 0.2 0.1 -0.1 0.1 -0.3 0.1 -1.5 0.0 0.1 -0.1 0.0 -0.2 0.0 -0.0 0.5 0.1 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 -0.1 -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 -0.2 -0.0 0.0 -0.1 0.1 -0.1 -0.3 0.0 -0.3 0.1 -0.4 GASOLINE -0.1 0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.4 0.2 0.4 -0.0 -0.0 -0.1 -0.1 -0.0 -2.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.0 -0.1 -0.0 0.2 0.1 0.3 0.2 0.6 GAS_US_mini -0.0 -0.1 0.3 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 -0.5 -0.0 -0.7 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.5 -0.1 2.7 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.5 0.1 -0.6 0.0 -0.4 -0.7 -0.3 -0.6 GBP -0.5 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.2 0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.0 0.2 0.2 -0.6 0.6 -0.6 GOLD_micro -0.6 -0.5 0.2 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 0.3 -0.1 0.4 -0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.0 0.1 -0.2 0.4 -0.1 -1.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.7 -0.5 -0.2 0.2 0.6 0.7 0.1 0.6 0.2 HEATOIL 0.1 0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -2.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.4 -0.1 0.1 0.0 -0.0 -0.0 0.1 0.0 0.2 JGB-SGX-mini -0.3 -0.5 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.4 0.3 0.3 0.3 -0.0 0.0 -0.1 0.0 -0.1 -1.4 -0.0 -0.1 0.0 -0.1 0.0 -0.0 1.1 -0.2 0.3 0.3 0.2 -0.7 -0.4 -0.7 -0.2 JPY -0.3 -0.6 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.0 -0.3 0.2 -0.6 -0.7 -0.4 -0.7 LEANHOG 0.1 0.6 0.6 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.2 0.2 0.0 0.1 0.2 0.2 -0.4 0.3 0.2 0.4 0.2 0.2 -0.0 0.0 0.2 0.1 0.1 -0.1 0.2 -0.0 0.0 0.1 1.1 -0.4 0.6 0.6 0.6 0.1 -0.2 0.2 0.0 LIVECOW -0.6 0.3 0.3 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.2 0.5 -0.2 0.6 -0.0 0.2 -0.2 0.1 -0.1 0.1 0.1 0.2 -0.1 0.5 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.3 -0.3 -0.4 0.6 0.2 -0.2 0.7 0.0 0.7 LUMBER-new 0.7 0.7 0.5 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.1 -0.0 0.2 -0.3 0.2 0.2 -0.5 -0.4 -0.5 -0.4 0.2 0.1 0.2 -0.2 0.2 NaN 0.1 0.0 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 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 0.2 -0.2 0.3 -0.2 -0.1 0.0 -0.1 0.3 0.2 -0.1 0.0 -0.2 0.3 -0.2 2.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.4 -0.6 -0.6 0.3 -0.2 -0.7 0.0 -0.7 MXP -0.1 -0.0 -0.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.1 -0.0 1.1 0.4 0.2 0.2 -0.6 0.6 0.7 0.7 0.7 NASDAQ_micro 0.0 0.2 0.2 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.3 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 -0.3 0.1 0.4 0.3 0.2 0.3 0.1 -0.2 -0.2 NIKKEI -0.0 0.2 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.1 -0.0 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.0 -0.0 0.1 0.0 -1.0 -0.0 -0.1 -0.0 -0.0 0.1 0.0 1.1 -0.3 -0.0 0.1 -0.5 0.7 0.3 0.7 0.3 NZD -0.4 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.2 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.1 0.0 -0.0 0.0 -0.0 -0.3 -0.0 -0.1 OAT -0.3 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.6 0.4 0.3 0.4 0.0 -0.2 -0.5 0.4 0.2 OATIES -0.6 0.1 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 -0.3 -0.0 0.1 -0.1 0.0 0.0 0.0 0.1 0.1 -0.1 -0.0 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.0 -0.0 0.0 -0.5 -0.3 0.1 0.6 0.7 0.1 0.7 0.5 OJ -0.2 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 0.5 0.0 0.7 0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.2 0.1 0.5 0.0 -2.7 0.0 0.1 0.2 0.0 0.6 0.0 1.0 0.0 0.2 -0.1 0.6 0.5 0.4 0.7 0.7 PALLAD -0.5 0.0 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 1.7 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.3 -0.1 0.0 -0.1 0.1 -0.4 -0.7 -0.7 -0.7 PLAT -0.5 -0.0 0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.2 0.0 -0.1 0.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.1 -0.1 -0.2 0.2 -0.3 -0.1 -0.1 REDWHEAT -0.6 -0.0 0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.4 -0.2 -0.7 -0.2 -0.1 -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 -0.2 -0.1 -1.0 -0.5 -0.6 -0.5 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -0.4 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 0.2 -0.0 0.3 -0.1 -0.1 -0.3 0.4 -0.1 0.2 -0.1 -0.1 0.0 0.1 -0.1 -2.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 1.1 0.4 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 ROBUSTA -0.2 -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 0.1 0.4 0.4 0.4 0.0 0.1 0.1 0.5 0.0 -2.7 0.0 0.1 0.1 0.0 0.3 0.0 1.1 0.5 0.1 -0.3 0.4 0.2 0.0 0.4 0.2 RUSSELL 0.2 0.1 0.2 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.2 0.0 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.5 0.6 0.3 0.4 -0.2 -0.5 -0.7 -0.7 SHATZ -0.3 -0.4 0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.0 -0.0 -0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 0.0 0.0 -0.0 0.8 0.0 0.0 0.1 0.0 0.0 -0.0 -1.1 0.4 0.4 0.4 0.3 -0.3 -0.5 0.0 -0.2 SILVER-mini -0.6 -0.0 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 0.0 0.1 0.1 0.2 -0.1 -0.2 0.3 SMI -0.6 -0.4 -0.3 0.0 -0.0 0.1 0.0 0.2 0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 1.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.6 -0.5 -0.6 -0.5 -0.1 -0.2 0.0 -0.7 -0.3 SOFR -0.6 -0.6 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.2 -0.1 -0.1 0.0 -0.2 -0.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.1 -0.3 -0.6 -0.3 0.0 -0.4 0.6 0.5 SOYBEAN 0.0 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.3 -0.0 -0.3 -0.1 -0.0 -0.5 -0.6 0.1 -0.3 0.3 -0.1 SOYMEAL -0.5 -0.6 -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 -0.1 0.0 -0.1 -0.0 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.6 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.4 0.6 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.2 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 0.0 0.0 -0.1 0.1 -2.4 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.2 0.1 0.6 0.4 0.2 0.1 -0.2 0.4 -0.0 SP400 0.1 0.2 0.2 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 0.3 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 -1.4 0.0 -0.0 0.1 0.0 0.2 0.1 -0.0 0.5 0.5 0.5 0.6 0.0 -0.2 -0.5 -0.7 SP500_micro -0.2 0.1 0.3 0.0 -0.1 0.1 0.0 0.2 0.0 0.0 0.4 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.3 0.0 -0.5 0.4 0.3 0.4 0.5 0.3 0.1 -0.4 -0.2 SUGAR11 -0.4 0.1 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 0.2 -0.1 -0.2 -0.1 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 -0.2 -0.2 0.2 0.6 -0.7 0.1 -0.7 0.3 US10 -0.5 -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 -0.1 -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 -0.4 -0.0 -0.2 -0.4 -0.2 -0.1 -0.7 0.4 0.3 US10U -0.4 -0.6 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.1 -0.4 -0.3 -0.0 -0.5 0.7 0.6 US2 -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 -0.3 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 -0.1 -0.2 1.9 -0.0 -0.0 -0.0 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-0.2 -0.1 -1.1 -0.5 -0.6 -0.5 -0.2 -0.7 -0.6 -0.7 -0.5 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -13.4 -18.0 0.5 -3.5 -6.3 -1.3 -6.4 -0.1 -5.4 -13.2 -2.5 -13.9 0.3 -14.4 -9.7 -0.3 -1.7 -0.5 -1.0 -9.9 -3.5 -16.9 -0.6 -14.8 2.5 -3.7 -6.3 -1.2 -5.9 -0.0 -5.4 -0.0 9.9 -0.3 3.5 -1.5 0.9 -6.7 2.4 -3.1 BITCOIN 20.0 19.8 0.7 0.5 -9.5 1.3 -10.4 0.1 -5.0 19.9 9.7 20.0 12.7 20.0 19.3 -6.7 -6.8 -6.5 -6.5 20.0 15.1 20.0 11.2 20.0 -20.0 6.6 10.0 3.5 12.1 3.4 10.4 -2.3 20.0 20.0 20.0 8.3 3.2 -2.1 -0.3 1.9 BOBL -12.3 -17.3 6.5 -2.5 -0.9 -0.4 -2.4 0.4 -3.3 7.4 2.2 -2.4 -1.8 -7.0 -3.9 18.6 -3.7 11.5 2.8 -4.1 -0.0 -0.0 -0.0 -4.9 3.8 -1.6 1.7 0.4 0.1 0.8 -2.0 0.2 15.7 8.5 11.5 4.3 -13.0 -14.9 3.4 -0.5 BTP -13.8 -10.7 3.0 -4.0 -1.4 -0.7 -3.9 0.6 -5.4 15.1 10.0 -4.4 15.3 -8.3 1.3 7.5 5.2 6.6 5.5 0.1 7.2 2.5 10.5 -3.9 -20.0 0.8 7.1 4.7 1.8 6.5 -1.6 11.3 20.0 13.9 20.0 12.1 -14.9 -12.7 8.2 10.5 BUND -12.4 -17.2 2.6 -3.0 -1.0 -0.5 -2.9 0.4 -4.0 6.0 1.5 -5.6 0.5 -10.3 -7.2 -20.0 -7.5 -18.0 -12.7 -6.6 -1.3 -2.0 0.1 -7.7 1.1 -2.7 1.5 -0.1 -0.7 1.0 -3.2 -14.3 14.9 8.5 12.6 1.6 -20.0 -18.8 0.2 -0.9 BUXL -1.8 -10.5 1.5 -3.2 -1.1 -0.6 -3.1 0.5 -4.3 10.9 -0.0 4.5 -0.0 -7.1 -6.0 0.3 -1.4 -0.1 -0.8 -3.9 -1.8 3.0 -1.8 -2.2 -2.1 -2.2 3.8 -0.4 2.1 0.7 -1.2 0.4 17.5 18.8 18.5 0.6 -20.0 -20.0 -6.8 -7.2 CAC -11.6 -5.0 -5.4 3.1 -5.9 4.6 0.6 6.7 2.5 -7.9 -10.7 -13.4 -2.2 -15.2 -7.7 -4.6 -3.4 -5.2 -4.5 -10.8 -8.4 -14.9 -3.8 -14.3 -6.2 -5.1 -5.5 -3.6 -7.7 -0.9 -7.2 4.4 -20.0 -20.0 -20.0 -15.2 4.2 6.1 -6.3 -3.0 CAD -8.5 -20.0 0.3 -5.4 -9.6 -2.0 -9.9 -0.1 -8.4 -20.0 -16.0 -20.0 -17.3 -20.0 -20.0 -6.1 -4.3 -5.6 -5.0 -20.0 -14.8 -20.0 -10.0 -20.0 0.1 -7.0 -9.8 -4.2 -8.5 -2.6 -8.3 -5.6 11.3 -1.4 -8.5 -8.1 -2.7 -7.8 -6.4 -5.7 CANOLA 1.3 17.3 9.6 -0.8 -3.4 -1.9 -3.0 -3.0 -1.5 -1.2 0.7 0.6 -6.0 5.6 4.3 -16.3 -12.3 -15.3 -14.4 4.1 0.6 -0.2 -3.9 3.5 -14.6 2.6 0.1 1.2 0.6 -1.2 2.1 -20.0 2.8 13.9 14.2 8.9 -6.1 -12.4 0.3 -7.1 CHF -16.2 -20.0 3.2 -3.3 -5.9 -1.2 -6.0 -0.1 -5.1 -11.1 -0.5 -13.0 -3.0 -14.0 -8.5 -15.1 -16.1 -15.3 -15.5 -13.5 -4.0 -20.0 -0.4 -20.0 4.0 -3.8 -5.3 -0.9 -6.5 0.3 -6.0 -20.0 -12.7 -6.4 -10.1 6.5 -11.2 -12.2 -20.0 -13.3 COCOA 17.8 8.2 4.6 -0.7 -3.0 -1.7 -2.7 -2.7 -1.3 7.4 2.1 7.8 4.5 7.3 6.7 17.5 20.0 20.0 20.0 9.8 7.9 20.0 10.6 15.6 -20.0 2.5 6.4 2.5 5.5 4.2 3.8 20.0 20.0 20.0 15.7 14.5 20.0 20.0 20.0 20.0 COFFEE 7.3 -6.9 2.5 -1.8 -7.4 -4.2 -6.5 -6.5 -3.2 17.9 14.9 17.0 17.0 7.5 9.3 0.9 4.8 2.1 3.3 12.6 14.9 20.0 18.7 20.0 -20.0 4.5 20.0 5.1 15.5 7.1 8.3 4.0 20.0 20.0 8.0 20.0 -11.2 -7.8 -2.3 -0.1 COPPER -13.7 -5.5 -3.4 0.2 -4.1 0.5 -4.4 0.1 -2.1 -8.5 -3.7 -8.4 -0.5 -7.0 -1.5 -4.4 -3.3 -3.9 -3.4 -3.3 -0.5 -12.6 1.4 -8.0 -11.2 -0.6 -4.8 0.8 -4.9 1.5 -2.9 3.5 2.1 -3.7 -0.2 -2.4 16.6 11.1 12.5 19.7 CORN 2.0 4.4 -5.6 -2.1 -8.9 -5.1 -7.8 -7.8 -3.8 -12.8 -17.8 -6.1 -20.0 -10.5 -2.9 -8.2 -14.1 -11.8 -14.2 -8.6 -20.0 -7.8 -20.0 -5.1 -12.4 -5.9 -8.5 -10.8 -5.5 -15.9 -3.8 -20.0 4.6 7.3 -11.3 -9.9 8.6 -2.4 14.4 1.7 COTTON2 -11.2 -0.3 9.5 -1.8 -7.5 -4.3 -6.7 -6.6 -3.3 -18.1 -16.8 -18.1 -17.3 -15.7 -3.7 -15.7 -7.0 -14.1 -11.1 -7.7 -10.0 -20.0 -16.2 -13.7 -20.0 -4.3 -18.4 -3.5 -12.7 -3.6 -8.0 -18.5 -19.4 -14.7 -14.7 1.9 -18.3 -14.6 -12.7 -9.9 CRUDE_W -1.9 2.8 -11.7 -2.0 -5.6 -3.5 -3.9 -2.8 -1.9 -15.7 -8.5 -11.6 -3.7 -7.6 -6.6 4.1 10.3 6.2 8.5 -6.7 -7.8 -10.7 -4.5 -6.8 -1.3 -3.3 -10.1 -4.3 -7.7 -2.9 -4.5 9.0 -5.5 -3.6 -6.9 1.8 -2.2 7.7 -1.7 12.2 DAX -17.2 0.5 4.3 3.0 -5.8 4.5 0.5 6.6 2.4 -1.9 12.1 -7.6 15.0 -1.4 11.7 -8.1 -9.8 -8.4 -8.9 4.5 8.4 -4.5 10.9 -1.9 7.8 2.0 -0.8 4.6 -2.9 7.2 -1.6 -5.1 -20.0 -14.6 0.7 4.6 20.0 9.9 10.2 2.9 DOW -5.4 -3.6 8.4 2.3 -4.4 3.4 0.4 5.0 1.8 4.8 11.2 7.2 12.6 8.0 10.9 -9.5 -10.6 -9.8 -10.0 11.4 11.5 9.5 11.5 11.6 -10.7 4.1 0.2 4.4 3.5 4.7 4.1 -6.8 20.0 9.5 11.4 19.5 4.7 3.8 -13.2 -8.5 DX 12.4 20.0 -0.7 -3.4 -6.0 -1.3 -6.1 -0.1 -5.2 13.0 5.2 13.8 5.8 14.2 11.8 5.9 6.6 6.1 6.3 16.1 6.6 20.0 2.0 20.0 -20.0 4.1 5.4 1.6 6.0 0.4 5.7 13.5 20.0 20.0 20.0 6.6 -0.7 6.8 -0.6 9.7 EUR -8.2 -20.0 -2.4 -3.3 -5.9 -1.2 -6.0 -0.1 -5.1 -12.5 -6.3 -13.3 -4.6 -13.7 -11.9 -6.4 -7.0 -6.7 -6.8 -13.8 -6.2 -20.0 -2.1 -19.9 15.4 -4.1 -5.8 -1.7 -6.5 -0.2 -5.8 -9.5 -17.3 -5.6 -12.1 -3.3 -2.1 -15.8 -5.6 -19.3 EURIBOR-ICE -7.7 -13.9 11.2 -2.1 -0.7 -0.4 -2.0 0.3 -2.8 8.0 6.0 5.1 5.8 -0.5 3.7 5.6 -0.3 4.4 2.3 2.7 5.6 5.6 5.6 2.1 10.7 1.4 3.7 2.9 2.7 3.0 1.0 3.9 20.0 14.5 16.7 11.5 -5.3 -15.9 10.0 5.8 EUROSTX -13.8 -4.9 -5.2 2.8 -5.4 4.2 0.5 6.1 2.3 -3.5 0.5 -10.4 9.7 -11.2 0.1 -3.7 -3.3 -4.0 -4.0 -6.0 -1.6 -10.6 4.0 -10.5 -2.5 -3.6 -2.9 -0.7 -6.0 3.2 -6.0 4.7 -20.0 -20.0 -14.1 -10.6 5.6 3.2 -17.5 -9.2 FEEDCOW -5.3 20.0 -4.3 -2.1 -8.8 -5.0 -7.7 -7.7 -3.8 17.8 -4.4 2.6 -12.7 11.3 4.9 13.6 -4.8 15.3 8.5 4.7 -6.0 9.9 -12.8 6.3 -11.5 1.4 10.7 -2.6 4.2 -4.5 2.2 -0.4 20.0 2.6 20.0 -18.7 15.1 20.0 20.0 20.0 GASOIL 2.9 8.0 -14.1 -1.8 -5.1 -3.3 -3.6 -2.6 -1.7 -13.7 -11.8 -4.3 -6.2 -3.2 -7.7 0.7 6.6 1.2 2.4 -5.7 -9.9 -4.8 -7.2 -2.5 3.9 -3.1 -4.5 -5.5 -2.5 -4.3 -1.3 0.1 -2.8 4.1 -2.4 -9.1 0.4 -7.6 2.5 -12.3 GASOLINE -3.0 7.3 -9.9 -1.7 -4.7 -3.0 -3.3 -2.3 -1.6 -12.6 -7.3 -8.4 -1.9 -6.3 -3.2 -0.4 20.0 9.6 18.7 -3.6 -4.4 -6.9 -1.9 -4.2 -19.4 -0.6 -4.5 -1.0 -4.0 -0.2 -2.0 20.0 -1.0 -3.2 -1.1 6.4 2.6 10.4 6.7 17.8 GAS_US_mini -0.6 -2.2 8.2 -2.1 -5.8 -3.7 -4.1 -2.9 -2.0 5.1 -16.8 -2.8 -18.6 -11.9 -13.2 -20.0 -20.0 -20.0 -20.0 -9.7 -11.4 0.3 -17.5 -6.3 20.0 -5.0 1.5 -5.0 0.3 -6.2 -3.3 -20.0 19.1 2.3 -18.5 0.4 -13.5 -20.0 -9.3 -17.3 GBP -13.9 -20.0 0.6 -4.2 -7.4 -1.6 -7.6 -0.1 -6.4 -16.1 3.6 -16.6 8.4 -17.2 -8.7 0.5 -0.2 0.4 0.1 -10.3 0.2 -20.0 5.8 -19.7 -1.6 -3.7 -10.8 0.6 -9.6 2.9 -7.3 2.2 -5.9 -1.3 0.5 4.8 5.3 -18.5 16.5 -18.0 GOLD_micro -20.0 -14.6 6.4 0.3 -5.4 0.7 -5.8 0.1 -2.8 -11.4 9.4 -11.4 11.7 -5.7 5.7 -12.0 -13.4 -12.9 -12.9 3.7 12.2 -20.0 14.7 -11.3 -10.1 1.4 -6.1 3.6 -6.3 4.2 -2.7 -13.3 -20.0 -7.3 7.5 17.2 20.0 1.7 18.4 7.1 HEATOIL 2.3 11.9 -10.7 -1.8 -4.9 -3.1 -3.5 -2.5 -1.7 -13.5 -11.4 -5.7 -8.9 -7.3 -7.7 -2.3 2.6 -3.6 -2.8 -4.9 -8.8 -6.4 -7.8 -3.3 -18.5 -1.3 -5.2 -3.4 -3.3 -3.4 -1.3 -8.2 -3.4 2.6 0.8 -0.7 -0.9 3.6 1.4 5.3 JGB-SGX-mini -8.7 -14.3 6.0 -2.3 -1.7 -0.4 -2.7 0.4 -3.2 -9.3 3.2 -9.2 2.7 -9.1 0.9 17.9 16.3 14.7 15.0 -3.4 0.8 -12.4 1.8 -8.3 -10.8 -1.6 -7.5 0.0 -5.7 0.0 -3.8 20.0 -6.9 8.6 9.1 6.0 -20.0 -10.8 -20.0 -6.1 JPY -10.6 -20.0 5.9 -2.0 -3.5 -0.7 -3.6 -0.0 -3.0 -3.3 -2.0 -5.9 -4.1 -7.9 -5.8 -10.3 -13.8 -10.9 -12.0 -8.4 -4.3 -7.1 -4.2 -9.7 20.0 -2.2 -0.9 -1.0 -2.0 -1.1 -2.7 -19.9 4.9 -1.0 -8.7 5.5 -17.3 -19.9 -13.4 -20.0 LEANHOG 2.6 20.0 20.0 -2.3 -9.7 -5.5 -8.5 -8.5 -4.2 -19.2 7.0 3.3 1.5 20.0 20.0 -20.0 13.7 7.7 20.0 20.0 19.9 -3.9 1.6 19.2 0.9 8.1 -9.5 5.6 -1.6 1.4 5.3 20.0 -18.7 20.0 20.0 20.0 2.4 -5.0 7.0 1.0 LIVECOW -17.3 8.7 7.9 -2.3 -9.8 -5.6 -8.6 -8.6 -4.2 -20.0 19.7 -20.0 16.5 -0.8 16.2 -11.8 5.6 -3.2 2.8 10.8 18.2 -15.2 18.2 -5.1 -20.0 2.3 -6.5 5.2 -7.3 6.7 -3.5 5.5 -11.6 -12.4 18.3 5.7 -6.1 20.0 1.2 20.0 LUMBER-new 20.0 20.0 13.6 -1.9 -7.7 -4.4 -6.8 -6.5 -3.3 10.3 -1.3 18.0 -7.7 19.7 20.0 -19.9 -18.6 -19.5 -18.9 20.0 8.9 20.0 -4.8 20.0 NaN 6.7 4.2 2.8 8.2 -0.6 8.8 -20.0 20.0 20.0 20.0 20.0 8.8 2.7 16.4 8.5 MILK -20.0 -20.0 9.3 -1.5 -6.1 -3.5 -5.3 -5.3 -2.6 -5.4 8.8 -14.2 8.9 -15.8 -5.2 0.2 -2.8 13.5 9.1 -12.8 4.6 -19.7 9.5 -20.0 16.4 -3.6 -2.1 0.6 -5.4 1.7 -6.3 1.4 -17.3 -20.0 -20.0 9.0 -5.5 -20.0 0.3 -20.0 MXP -4.4 -1.3 -16.7 -3.2 -5.6 -1.2 -5.7 -0.1 -4.9 -6.3 -12.4 -8.6 -9.8 -10.4 -12.0 11.7 13.3 11.5 11.7 -11.5 -13.6 -8.7 -9.9 -10.1 -20.0 -4.8 -1.6 -5.5 -3.6 -3.8 -4.3 20.0 15.9 6.9 6.2 -17.7 16.8 20.0 20.0 20.0 NASDAQ_micro 1.1 6.9 5.2 2.4 -4.6 3.5 0.4 5.2 1.9 -0.3 9.5 5.7 11.1 9.1 11.0 -9.5 -9.7 -9.0 -9.1 10.6 10.2 3.3 12.5 10.0 -20.0 4.1 -5.3 4.5 1.0 6.1 3.5 -5.2 3.1 12.4 10.5 6.3 7.9 3.7 -7.0 -5.1 NIKKEI -0.9 7.5 4.3 1.8 -3.5 2.7 0.3 4.0 1.5 -6.8 4.3 -1.3 5.0 3.3 7.2 1.1 6.8 2.4 4.4 2.8 2.8 -3.9 5.0 1.1 -7.4 -0.0 -6.5 -0.7 -2.2 1.9 0.2 20.0 -11.0 -1.3 2.8 -15.8 20.0 8.1 20.0 9.7 NZD -12.2 -20.0 0.8 -3.2 -5.6 -1.2 -5.7 -0.1 -4.9 -11.1 -4.6 -12.0 -1.1 -13.2 -8.5 -1.1 -0.2 -0.7 -0.5 -10.8 -4.7 -15.1 -1.5 -14.4 1.1 -3.5 -5.2 -1.4 -5.1 -0.3 -4.9 1.8 4.8 0.5 -0.6 1.2 -1.0 -7.6 -0.1 -1.9 OAT -10.7 -13.2 3.2 -2.9 -1.0 -0.5 -2.8 0.4 -3.9 9.4 -0.5 -4.9 -1.9 -9.2 -6.9 8.3 5.2 7.0 5.6 -6.0 -2.7 -0.6 -2.0 -6.3 3.7 -2.7 3.3 -0.8 -0.0 0.1 -2.8 11.4 15.3 9.4 12.5 0.6 -7.0 -14.8 11.9 5.3 OATIES -17.7 3.6 20.0 -1.5 -6.1 -3.5 -5.4 -5.4 -2.6 -7.3 2.0 -10.4 -9.5 -4.5 9.4 -4.5 1.9 0.2 1.9 4.9 6.6 -14.7 -0.6 -6.9 -20.0 1.2 -3.0 2.1 -6.2 0.3 -3.1 0.4 -20.0 -10.3 3.3 20.0 20.0 4.4 20.0 14.2 OJ -5.2 -2.5 1.8 -1.8 -7.7 -4.4 -6.8 -6.8 -3.3 13.2 17.9 3.5 19.3 4.8 13.4 17.1 12.8 14.1 12.6 10.4 20.0 7.9 20.0 4.6 -20.0 4.1 8.3 8.9 4.0 16.4 1.7 18.1 0.8 6.7 -3.0 20.0 15.8 11.3 20.0 20.0 PALLAD -15.6 0.6 18.6 0.2 -3.5 0.5 -3.8 0.0 -1.9 -6.3 1.5 -7.6 -2.9 -5.9 0.5 -2.5 -2.1 -2.2 -2.1 -0.8 1.3 -12.6 -1.5 -7.6 12.6 0.3 -2.9 0.8 -3.8 -0.2 -2.0 5.6 -4.1 1.0 -2.6 2.2 -11.4 -20.0 -20.0 -20.0 PLAT -15.3 -0.2 1.3 0.3 -5.7 0.8 -6.2 0.1 -3.0 -11.2 -3.9 -12.4 -2.2 -8.6 -0.8 -4.0 -4.4 -4.2 -4.4 -2.9 0.0 -17.0 0.1 -10.5 4.9 -1.1 -6.7 -0.0 -7.6 -0.1 -4.5 1.6 5.3 -2.7 -4.0 -6.6 5.7 -8.0 -2.7 -1.5 REDWHEAT -17.5 -1.3 4.8 -1.9 -7.9 -4.5 -6.9 -6.9 -3.4 -16.1 -16.0 -19.3 -18.1 -18.9 -8.1 -10.3 -7.6 -10.5 -9.7 -13.7 -12.5 -20.0 -18.7 -20.0 -4.6 -5.6 -10.8 -4.6 -11.7 -5.7 -9.0 -18.1 -20.0 -20.0 -15.8 -6.6 -20.0 -20.0 -20.0 -20.0 RICE -8.5 -10.8 -8.7 -1.9 -7.8 -4.4 -6.8 -6.8 -3.4 14.1 5.6 -0.5 9.1 -12.0 -10.7 -13.1 19.4 -6.5 8.4 -10.8 -5.7 2.8 2.5 -9.1 -14.8 -5.6 7.5 -3.1 0.9 -0.2 -4.8 20.0 15.8 -17.4 -20.0 -6.8 -20.0 -20.0 -20.0 -20.0 ROBUSTA -6.3 -20.0 -1.3 -1.0 -4.1 -2.4 -3.7 -3.7 -1.8 9.9 6.5 6.8 9.3 -4.8 1.0 5.3 20.0 19.0 20.0 1.7 10.8 13.1 19.1 2.2 -20.0 0.6 7.0 3.9 4.6 8.1 1.0 20.0 20.0 3.0 -10.2 13.5 5.2 0.2 10.7 6.5 RUSSELL 6.5 3.3 5.2 2.2 -4.2 3.2 0.4 4.7 1.7 -0.9 8.5 3.6 10.2 6.1 8.5 -6.1 -6.4 -6.1 -6.1 9.6 7.7 5.6 6.6 11.0 0.2 3.9 -1.9 3.6 2.7 3.4 4.2 0.3 19.8 17.0 10.3 13.1 -4.9 -14.0 -20.0 -20.0 SHATZ -10.1 -13.6 16.2 -2.0 -0.7 -0.4 -1.9 0.3 -2.7 7.1 4.2 1.5 -0.1 -3.1 1.4 -20.0 -20.0 -20.0 -20.0 0.5 3.2 2.8 0.8 -0.5 5.8 0.4 2.0 1.9 1.3 1.1 -0.2 -20.0 16.1 12.2 13.8 9.5 -10.3 -15.1 0.2 -5.7 SILVER-mini -19.6 -0.4 3.0 0.2 -4.6 0.6 -5.0 0.1 -2.4 -9.2 5.1 -10.0 6.7 -6.6 3.0 -5.9 -6.4 -6.1 -6.1 1.2 5.3 -12.8 6.5 -6.9 0.8 0.9 -3.4 2.1 -4.1 2.4 -1.9 -1.6 3.0 0.2 4.0 2.3 5.3 -1.7 -4.6 8.7 SMI -18.2 -11.6 -8.4 2.3 -4.3 3.4 0.4 4.9 1.8 -10.0 4.0 -11.4 9.3 -10.3 -3.3 0.8 0.3 0.2 -0.3 -6.5 -0.4 -14.0 5.0 -11.6 7.5 -2.5 -6.1 1.2 -6.2 4.1 -5.3 10.9 -20.0 -20.0 -15.5 -2.3 -6.5 1.4 -20.0 -7.7 SOFR -17.9 -20.0 -3.8 -3.0 -1.0 -0.5 -2.9 0.4 -4.1 -9.0 0.2 -12.0 4.0 -13.3 -11.1 0.2 0.2 1.0 0.7 -17.4 -5.9 -15.0 0.7 -20.0 -5.5 -4.0 -1.5 -1.6 -3.2 0.1 -4.5 3.1 -3.4 -10.1 -17.3 -10.2 0.9 -10.7 18.9 15.6 SOYBEAN 1.0 -2.5 -10.8 -1.5 -6.5 -3.7 -5.7 -5.7 -2.8 -12.6 -14.1 -8.3 -14.9 -12.2 -10.2 -0.2 0.6 -2.3 -2.6 -12.3 -19.4 -10.8 -20.0 -9.2 -20.0 -5.2 -7.0 -7.3 -4.8 -8.3 -4.0 -5.5 -3.2 -0.8 -14.7 -17.7 3.0 -8.6 8.3 -3.8 SOYMEAL -16.9 -17.4 -8.1 -1.6 -6.6 -3.8 -5.8 -5.8 -2.9 -13.4 -15.1 -16.6 -15.9 -17.8 -15.2 -7.3 1.2 -4.5 -2.4 -19.2 -17.4 -19.9 -18.8 -20.0 -20.0 -5.7 -6.1 -4.5 -6.8 -3.9 -6.9 -4.4 -9.0 -20.0 -20.0 -9.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 12.2 18.8 15.8 -0.8 -3.4 -1.9 -3.0 -3.0 -1.5 -5.4 -0.0 1.8 -6.5 4.3 4.3 -1.8 0.6 -0.6 -0.1 6.0 1.6 1.3 -3.3 6.5 -17.7 2.4 -1.5 0.9 0.7 -0.7 2.5 -3.0 4.1 17.3 13.7 5.3 3.9 -6.1 13.0 -0.7 SP400 2.0 5.0 6.0 2.6 -4.9 3.8 0.5 5.6 2.1 0.8 11.1 5.5 13.4 8.2 11.5 -7.5 -6.5 -7.2 -6.8 12.0 10.2 7.1 9.7 12.9 -10.4 4.6 -2.0 4.5 3.1 4.6 4.7 -0.3 20.0 14.5 13.9 17.4 1.3 -7.0 -16.3 -20.0 SP500_micro -5.6 1.8 8.8 2.9 -5.6 4.3 0.5 6.4 2.4 3.7 16.0 9.0 16.8 11.6 15.5 -11.2 -11.7 -11.0 -11.2 15.5 17.2 7.4 20.0 13.7 -20.0 5.2 -3.6 6.4 2.3 8.2 4.3 -8.7 15.2 9.7 13.2 15.5 7.8 3.7 -11.2 -7.3 SUGAR11 -12.3 3.0 20.0 -1.5 -6.4 -3.7 -5.7 -5.6 -2.8 -4.5 7.2 -10.4 -5.8 -6.0 8.3 20.0 19.5 20.0 20.0 6.3 8.2 -7.8 1.8 -3.5 -20.0 2.1 -1.1 2.7 -3.0 0.4 -1.4 20.0 -7.6 -4.8 5.0 20.0 -20.0 4.2 -20.0 7.8 US10 -15.1 -20.0 -3.1 -2.2 -0.8 -0.4 -2.1 0.3 -2.9 -7.5 -1.4 -8.8 0.9 -9.6 -8.2 -3.3 -6.7 -5.0 -5.8 -12.4 -5.0 -10.5 -1.4 -14.4 1.5 -2.9 -1.2 -1.2 -2.3 -0.1 -3.2 -8.4 -1.0 -5.5 -12.0 -7.1 -2.8 -20.0 12.9 8.7 US10U -12.0 -20.0 -2.3 -2.9 -1.0 -0.5 -2.9 0.4 -3.9 -9.9 -2.1 -11.5 0.8 -12.7 -10.9 -3.7 -3.6 -4.2 -4.2 -14.9 -6.2 -12.8 -2.2 -17.1 -1.2 -4.0 -1.8 -1.8 -3.1 -0.3 -4.3 -4.2 -1.0 -4.5 -13.4 -9.9 -1.3 -16.2 20.0 17.3 US2 -20.0 -20.0 1.5 -2.3 -0.8 -0.4 -2.2 0.3 -3.1 -6.7 -1.4 -9.2 -0.9 -10.3 -8.3 -16.7 -20.0 -20.0 -20.0 -14.9 -5.4 -13.5 -2.6 -18.4 14.0 -2.8 -1.4 -0.9 -2.6 -0.0 -3.5 -20.0 -6.6 -6.4 -13.4 -0.9 -4.6 -18.2 3.8 -8.4 US20 -7.0 -20.0 -3.2 -2.1 -0.7 -0.4 -2.0 0.3 -2.8 -6.1 -1.6 -7.2 2.0 -8.6 -7.7 -1.7 -1.3 -1.9 -1.6 -9.2 -4.0 -7.1 -1.2 -9.9 -2.6 -2.8 -1.3 -1.3 -1.9 -0.1 -2.8 0.3 1.7 0.4 -7.8 -7.2 0.3 -9.7 20.0 19.5 US30 -3.4 -20.0 -1.9 -2.2 -0.8 -0.4 -2.2 0.3 -3.0 -6.5 -2.5 -7.2 0.5 -9.1 -8.2 -0.8 -4.3 -2.4 -3.5 -8.4 -4.0 -7.0 -1.9 -9.0 -1.8 -3.0 -1.7 -1.5 -2.2 -0.3 -3.0 -4.3 1.1 3.7 -4.8 -7.4 -0.8 -8.5 20.0 19.8 US5 -19.6 -20.0 -2.6 -2.5 -0.9 -0.4 -2.4 0.4 -3.3 -8.2 -1.6 -10.2 -0.3 -11.1 -9.4 -6.2 -9.9 -8.0 -9.1 -15.9 -6.3 -13.7 -1.9 -18.7 5.8 -3.2 -1.5 -1.3 -2.7 -0.1 -3.7 -14.0 -3.4 -7.4 -15.1 -6.6 -0.6 -18.7 13.8 4.4 VIX -12.0 -3.5 -1.5 -1.7 -0.2 -0.2 -4.4 -2.1 -4.3 -7.2 -8.8 -11.2 -10.2 -10.9 -10.7 -20.0 -20.0 -13.4 -17.9 -5.1 -2.1 -10.6 -6.4 -10.5 NaN -2.1 -0.2 -0.3 -5.0 -2.5 -5.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -13.3 -1.2 3.7 -2.0 -8.4 -4.8 -7.4 -7.4 -3.6 -17.1 -14.6 -19.1 -16.7 -19.1 -3.6 -13.1 -14.3 -13.3 -14.0 -12.3 -11.8 -20.0 -18.6 -20.0 4.7 -5.6 -15.2 -4.6 -14.0 -5.4 -9.5 -20.0 -20.0 -20.0 -16.8 -5.1 -20.0 -18.1 -20.0 -16.0 End of report for caleb_strategy_v3