******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241118_204418 produced at 2024-11-18 21:39:44.193016 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.00 0.0 0.00 0.00 0.00 0.00 -12.17 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.45 0.0 0.00 0.00 0.00 0.00 -14.15 16.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.77 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.12 -0.17 0.0 999.00 -999.00 -0.12 -0.13 -29.75 999999999.0 -20 -22 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.12 0.0 0.71 -0.71 -0.02 -0.02 -4.92 29.0 -1 -1 caleb_strategy_v3 CHF False False 0.05 -0.24 -0.11 0.0 0.63 -0.63 -0.24 -0.29 -2.27 13.0 -5 -6 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.07 0.0 0.92 -0.92 -0.04 -0.04 -1.91 25.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.58 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 -7.98 12.0 -7 -7 caleb_strategy_v3 EUR False False 0.05 -0.09 -0.06 0.0 0.64 -0.64 -0.09 -0.09 -1.39 14.0 -2 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -2.25 12.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.05 -0.05 0.0 0.00 -0.05 -0.05 -0.05 -17.04 26.0 -20 -19 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.05 0.0 0.13 -0.13 -0.06 -0.06 -4.23 11.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 -0.11 -0.04 0.0 0.47 -0.47 -0.11 -0.11 -1.31 17.0 -4 -4 caleb_strategy_v3 US10 False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.03 17.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.07 -0.04 0.0 0.35 -0.35 -0.07 -0.07 -2.04 20.0 -4 -4 caleb_strategy_v3 GBP False False 0.03 0.00 -0.04 0.0 0.60 -0.60 0.00 0.00 -1.45 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 -3.42 4.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.05 -0.03 0.0 0.51 -0.51 -0.05 -0.03 -3.79 60.0 -6 -4 caleb_strategy_v3 NZD False False 0.02 0.00 -0.03 0.0 0.42 -0.42 0.00 0.00 -1.36 21.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -2.84 9.0 -3 -3 caleb_strategy_v3 SMI False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.67 9.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.07 -0.03 0.0 999.00 -999.00 -0.07 -0.07 -0.77 999999999.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 -0.05 -0.03 0.0 0.48 -0.48 -0.05 -0.05 -0.64 10.0 -1 -1 caleb_strategy_v3 US10U False False 0.04 0.00 -0.03 0.0 0.50 -0.50 0.00 0.00 -0.67 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 -2.67 8.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.91 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.34 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 0.00 -0.02 0.0 0.42 -0.42 0.00 0.00 -0.99 19.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -4.92 51.0 -5 -5 caleb_strategy_v3 CRUDE_W False False 0.02 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -0.77 5.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 -0.02 0.0 0.50 -0.50 0.01 0.01 -2.16 56.0 1 1 caleb_strategy_v3 US30 False True 0.04 -0.13 -0.01 0.0 0.00 -0.13 -0.13 -0.13 -0.15 6.0 -3 -3 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -0.48 4.0 -1 -1 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.22 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 -0.56 5.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.50 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 -0.09 999999999.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 0.00 0.0 0.81 -0.81 0.00 0.00 0.10 19.0 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 0.01 0.00 0.0 0.14 -0.14 0.01 0.01 0.13 18.0 1 1 caleb_strategy_v3 SOYOIL False False 0.01 0.01 0.00 0.0 0.09 -0.09 0.01 0.01 0.04 10.0 1 1 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 0.00 0.00 0.0 0.37 -0.37 0.00 0.00 0.30 23.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.00 0.00 0.0 0.43 -0.43 0.00 0.00 0.01 17.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.10 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 -0.00 0.0 0.33 -0.33 0.04 0.03 -0.06 23.0 3 2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.72 2.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.22 0.01 0.0 0.22 -0.22 0.22 0.22 0.13 2.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.01 0.0 0.49 -0.49 0.00 0.01 0.88 48.0 0 1 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.49 -0.49 0.00 0.00 1.57 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 3.09 68.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.22 -0.22 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.86 3.0 1 1 caleb_strategy_v3 BTP False False 0.04 0.00 0.02 0.0 0.44 -0.44 0.00 0.00 0.56 10.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 2.97 3.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.06 0.02 0.0 0.74 -0.74 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 3.85 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 0.86 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 0.04 0.0 0.34 -0.34 0.00 0.04 0.86 8.0 0 1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.04 0.0 0.00 0.00 0.00 0.00 13.68 59.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.77 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.03 0.07 0.0 0.31 -0.31 0.03 0.03 8.52 36.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.08 0.08 0.0 0.15 -0.15 0.08 0.08 6.98 13.0 7 7 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.90 0.0 0.89 -0.89 0.00 0.00 10.20 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.5 Shocked risk 28.1 Sum abs risk 39.1 Leverage 4.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2911400.95, 'annual_cash_vol_target': 727850.2375, 'daily_cash_vol_target': 45490.63984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6508 0.7055 11.2886 BITCOIN 2290.9246 91820.0000 2.4950 39.9203 BOBL 0.2415 118.4600 0.2039 3.2620 BTP 0.5220 120.3100 0.4339 6.9418 BUND 0.4520 132.0600 0.3423 5.4766 BUXL 1.1705 133.2000 0.8788 14.0605 CAC 67.6054 7275.5000 0.9292 14.8675 CAD 0.0029 0.7140 0.4048 6.4771 CANOLA 9.6155 660.2000 1.4565 23.3033 CHF 0.0056 1.1352 0.4920 7.8723 COCOA 181.9790 8304.0000 2.1915 35.0634 COFFEE 4.5667 283.7500 1.6094 25.7507 COPPER 0.0688 4.1270 1.6663 26.6601 CORN 3.8677 440.7500 0.8775 14.0404 COTTON2 0.9217 68.9600 1.3366 21.3858 CRUDE_W 1.1430 67.2000 1.7009 27.2137 DAX 161.6166 19208.0000 0.8414 13.4624 DOW 329.2010 43529.0000 0.7563 12.1005 DX 0.4662 106.1800 0.4391 7.0250 EUR 0.0057 1.0602 0.5367 8.5878 EURIBOR-ICE 0.0462 97.9300 0.0471 0.7543 EUROSTX 47.7585 4792.0000 0.9966 15.9461 FEEDCOW 1.7173 248.5500 0.6909 11.0549 GASOIL 11.9282 678.2500 1.7587 28.1388 GASOLINE 0.0394 1.9842 1.9840 31.7440 GAS_US_mini 0.1008 3.1800 3.1686 50.6982 GBP 0.0070 1.2672 0.5501 8.8022 GOLD_micro 25.1309 2614.1000 0.9614 15.3817 HEATOIL 0.0412 2.2651 1.8188 29.1011 JGB-SGX-mini 0.2291 142.6800 0.1606 2.5689 JPY 0.0001 0.0065 0.7802 12.4827 LEANHOG 0.9953 83.3750 1.1938 19.1009 LIVECOW 0.9919 186.0250 0.5332 8.5310 LUMBER-new 7.7160 611.0000 1.2628 20.2055 MILK 0.2356 19.3700 1.2161 19.4571 MXP 0.0004 0.0492 0.8514 13.6221 NASDAQ_micro 190.1600 20638.7500 0.9214 14.7420 NIKKEI 454.2434 38380.0000 1.1835 18.9367 NZD 0.0041 0.5891 0.6888 11.0207 OAT 0.4594 124.9900 0.3676 5.8811 OATIES 6.4294 378.0000 1.7009 27.2146 OJ 7.2051 473.0500 1.5231 24.3698 PALLAD 29.9786 1018.0000 2.9449 47.1177 PLAT 15.9839 973.4000 1.6421 26.2731 REDWHEAT 9.0518 566.2500 1.5985 25.5768 RICE 0.1575 15.3100 1.0285 16.4553 ROBUSTA 76.4438 4725.0000 1.6179 25.8857 RUSSELL 29.2904 2317.5000 1.2639 20.2221 SHATZ 0.0848 106.7050 0.0795 1.2714 SILVER-mini 0.5673 31.4750 1.8024 28.8380 SMI 97.0660 11637.0000 0.8341 13.3458 SOFR 0.0597 96.2000 0.0621 0.9936 SOYBEAN 9.5989 1028.2500 0.9335 14.9362 SOYMEAL 3.4943 296.2000 1.1797 18.8753 SOYOIL 0.8347 45.8900 1.8190 29.1035 SP400 30.0916 3225.7000 0.9329 14.9259 SP500_micro 41.3370 5920.0000 0.6983 11.1722 SUGAR11 0.3048 20.6700 1.4746 23.5930 US10 0.4005 109.6562 0.3652 5.8438 US10U 0.5519 112.7969 0.4893 7.8285 US2 0.0980 102.6797 0.0954 1.5263 US20 0.8455 116.5000 0.7258 11.6123 US30 1.3256 122.4688 1.0824 17.3180 US5 0.2445 106.6875 0.2292 3.6671 VIX 0.5649 17.0000 3.3232 53.1710 WHEAT 8.0778 609.7500 1.3248 21.1963 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 650.75 0.71 459.13 1.00 459.13 45490.64 99.08 -3.85 -38.19 BITCOIN 91.82 2.50 229.09 1.00 229.09 45490.64 198.57 6.36 126.33 BOBL 1184.60 0.20 241.51 1.05 254.60 45490.64 178.68 0.55 9.91 BTP 1203.10 0.43 521.98 1.05 550.27 45490.64 82.67 1.98 16.40 BUND 1320.60 0.34 452.02 1.05 476.52 45490.64 95.46 -6.63 -63.27 BUXL 1332.00 0.88 1170.54 1.05 1233.98 45490.64 36.86 -1.79 -6.58 CAC 727.55 0.93 676.05 1.05 712.70 45490.64 63.83 -10.34 -66.03 CAD 714.00 0.40 289.04 1.00 289.04 45490.64 157.39 -12.05 -189.73 CANOLA 132.04 1.46 192.31 0.71 136.53 45490.64 333.20 -6.07 -202.19 CHF 1418.94 0.49 698.14 1.00 698.14 45490.64 65.16 -13.40 -87.35 COCOA 830.40 2.19 1819.79 1.00 1819.79 45490.64 25.00 14.09 35.23 COFFEE 1064.06 1.61 1712.52 1.00 1712.52 45490.64 26.56 5.29 14.06 COPPER 1031.75 1.67 1719.16 1.00 1719.16 45490.64 26.46 -2.68 -7.09 CORN 220.38 0.88 193.39 1.00 193.39 45490.64 235.23 -13.94 -327.90 COTTON2 344.80 1.34 460.86 1.00 460.86 45490.64 98.71 -20.00 -197.41 CRUDE_W 672.00 1.70 1142.98 1.00 1142.98 45490.64 39.80 -1.79 -7.13 DAX 192.08 0.84 161.62 1.05 170.38 45490.64 267.00 4.23 112.94 DOW 217.64 0.76 164.60 1.00 164.60 45490.64 276.37 2.44 67.43 DX 1061.80 0.44 466.20 1.00 466.20 45490.64 97.58 6.98 68.15 EUR 1325.31 0.54 711.35 1.00 711.35 45490.64 63.95 -8.40 -53.71 EURIBOR-ICE 2448.25 0.05 115.42 1.05 121.67 45490.64 373.88 7.99 298.92 EUROSTX 479.20 1.00 477.59 1.05 503.47 45490.64 90.35 -6.63 -59.88 FEEDCOW 1242.75 0.69 858.66 1.00 858.66 45490.64 52.98 4.88 25.84 GASOIL 678.25 1.76 1192.82 1.00 1192.82 45490.64 38.14 -2.92 -11.14 GASOLINE 833.36 1.98 1653.39 1.00 1653.39 45490.64 27.51 -0.75 -2.08 GAS_US_mini 79.50 3.17 251.91 1.00 251.91 45490.64 180.59 -8.71 -157.33 GBP 792.00 0.55 435.71 1.00 435.71 45490.64 104.41 -5.36 -55.95 GOLD_micro 261.41 0.96 251.31 1.00 251.31 45490.64 181.01 -3.49 -63.19 HEATOIL 951.34 1.82 1730.32 1.00 1730.32 45490.64 26.29 -8.00 -21.03 JGB-SGX-mini 142680.00 0.16 22908.55 0.01 146.60 45490.64 310.31 -4.21 -130.69 JPY 810.75 0.78 632.52 1.00 632.52 45490.64 71.92 -7.04 -50.65 LEANHOG 333.50 1.19 398.13 1.00 398.13 45490.64 114.26 10.05 114.82 LIVECOW 744.10 0.53 396.74 1.00 396.74 45490.64 114.66 0.01 0.15 LUMBER-new 168.02 1.26 212.19 1.00 212.19 45490.64 214.39 6.47 138.77 MILK 387.40 1.22 471.10 1.00 471.10 45490.64 96.56 -2.71 -26.15 MXP 246.20 0.85 209.61 1.00 209.61 45490.64 217.03 -1.19 -25.79 NASDAQ_micro 412.78 0.92 380.32 1.00 380.32 45490.64 119.61 -0.23 -2.73 NIKKEI 38380.00 1.18 45424.34 0.01 294.35 45490.64 154.55 5.09 78.69 NZD 589.15 0.69 405.80 1.00 405.80 45490.64 112.10 -4.69 -52.58 OAT 1249.90 0.37 459.42 1.05 484.32 45490.64 93.93 2.68 25.21 OATIES 189.00 1.70 321.47 1.00 321.47 45490.64 141.51 -2.10 -29.65 OJ 709.58 1.52 1080.76 1.00 1080.76 45490.64 42.09 9.57 40.26 PALLAD 1018.00 2.94 2997.86 1.00 2997.86 45490.64 15.17 -1.88 -2.86 PLAT 486.70 1.64 799.19 1.00 799.19 45490.64 56.92 -2.57 -14.61 REDWHEAT 283.12 1.60 452.59 1.00 452.59 45490.64 100.51 -20.00 -201.02 RICE 306.20 1.03 314.91 1.00 314.91 45490.64 144.45 -9.73 -140.56 ROBUSTA 472.50 1.62 764.44 1.00 764.44 45490.64 59.51 4.29 25.53 RUSSELL 115.88 1.26 146.45 1.00 146.45 45490.64 310.62 3.00 93.21 SHATZ 1067.05 0.08 84.79 1.05 89.39 45490.64 508.90 -3.06 -155.91 SILVER-mini 786.88 1.80 1418.24 1.00 1418.24 45490.64 32.08 -0.63 -2.01 SMI 1163.70 0.83 970.66 1.13 1094.22 45490.64 41.57 -4.73 -19.66 SOFR 2405.00 0.06 149.35 1.00 149.35 45490.64 304.60 -6.57 -200.18 SOYBEAN 514.12 0.93 479.94 1.00 479.94 45490.64 94.78 -15.18 -143.84 SOYMEAL 296.20 1.18 349.43 1.00 349.43 45490.64 130.19 -20.00 -260.37 SOYOIL 275.34 1.82 500.84 1.00 500.84 45490.64 90.83 0.48 4.33 SP400 3225.70 0.93 3009.16 1.00 3009.16 45490.64 15.12 2.63 3.98 SP500_micro 296.00 0.70 206.69 1.00 206.69 45490.64 220.10 1.72 37.84 SUGAR11 231.50 1.47 341.37 1.00 341.37 45490.64 133.26 0.45 5.95 US10 1096.56 0.37 400.50 1.00 400.50 45490.64 113.58 -7.15 -81.16 US10U 1127.97 0.49 551.90 1.00 551.90 45490.64 82.43 -6.42 -52.93 US2 2053.59 0.10 195.90 1.00 195.90 45490.64 232.21 -9.41 -218.58 US20 1165.00 0.73 845.52 1.00 845.52 45490.64 53.80 -3.26 -17.54 US30 1224.69 1.08 1325.57 1.00 1325.57 45490.64 34.32 -3.42 -11.73 US5 1066.88 0.23 244.52 1.00 244.52 45490.64 186.04 -8.09 -150.48 VIX 170.00 3.32 564.94 1.00 564.94 45490.64 80.52 -14.97 -120.51 WHEAT 304.88 1.32 403.89 1.00 403.89 45490.64 112.63 -19.00 -213.99 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -38.188 0.010 2.5 -0.991 BITCOIN 126.328 0.043 2.5 13.680 BOBL 9.906 0.004 2.5 0.100 BTP 16.400 0.014 2.5 0.559 BUND -63.266 0.004 2.5 -0.642 BUXL -6.582 0.004 2.5 -0.067 CAC -66.029 0.014 2.5 -2.252 CAD -189.726 0.010 2.5 -4.923 CANOLA -202.194 0.010 2.5 -4.919 CHF -87.346 0.010 2.5 -2.266 COCOA 35.230 0.009 2.5 0.755 COFFEE 14.061 0.005 2.5 0.164 COPPER -7.090 0.043 2.5 -0.768 CORN -327.898 0.010 2.5 -7.977 COTTON2 -197.415 0.009 2.5 -4.228 CRUDE_W -7.134 0.043 2.5 -0.773 DAX 112.938 0.014 2.5 3.852 DOW 67.432 0.009 2.5 1.567 DX 68.147 0.010 2.5 1.768 EUR -53.712 0.010 2.5 -1.394 EURIBOR-ICE 298.916 0.014 2.5 10.195 EUROSTX -59.883 0.014 2.5 -2.043 FEEDCOW 25.842 0.013 2.5 0.856 GASOIL -11.136 0.017 2.5 -0.483 GASOLINE -2.077 0.017 2.5 -0.090 GAS_US_mini -157.334 0.043 2.5 -17.037 GBP -55.946 0.010 2.5 -1.452 GOLD_micro -63.191 0.014 2.5 -2.155 HEATOIL -21.027 0.017 2.5 -0.911 JGB-SGX-mini -130.692 0.043 2.5 -14.152 JPY -50.648 0.010 2.5 -1.314 LEANHOG 114.815 0.024 2.5 6.978 LIVECOW 0.155 0.013 2.5 0.005 LUMBER-new 138.769 0.009 2.5 2.972 MILK -26.154 0.009 2.5 -0.560 MXP -25.790 0.059 2.5 -3.785 NASDAQ_micro -2.733 0.009 2.5 -0.064 NIKKEI 78.691 0.043 2.5 8.521 NZD -52.585 0.010 2.5 -1.364 OAT 25.206 0.014 2.5 0.860 OATIES -29.651 0.010 2.5 -0.721 OJ 40.264 0.009 2.5 0.862 PALLAD -2.857 0.014 2.5 -0.097 PLAT -14.611 0.014 2.5 -0.498 REDWHEAT -201.024 0.005 2.5 -2.667 RICE -140.564 0.010 2.5 -3.420 ROBUSTA 25.529 0.005 2.5 0.298 RUSSELL 93.213 0.013 2.5 3.089 SHATZ -155.909 0.004 2.5 -1.581 SILVER-mini -2.007 0.014 2.5 -0.068 SMI -19.664 0.014 2.5 -0.671 SOFR -200.183 0.024 2.5 -12.166 SOYBEAN -143.838 0.004 2.5 -1.338 SOYMEAL -260.372 0.004 2.5 -2.422 SOYOIL 4.326 0.004 2.5 0.040 SP400 3.979 0.013 2.5 0.132 SP500_micro 37.837 0.009 2.5 0.879 SUGAR11 5.949 0.009 2.5 0.127 US10 -81.157 0.005 2.5 -1.028 US10U -52.926 0.005 2.5 -0.671 US2 -218.582 0.005 2.5 -2.770 US20 -17.544 0.005 2.5 -0.222 US30 -11.728 0.005 2.5 -0.149 US5 -150.475 0.005 2.5 -1.907 VIX -120.510 0.099 2.5 -29.747 WHEAT -213.987 0.005 2.5 -2.839 ===================== Position diags ===================== AUD 2.57 BITCOIN 21.50 BOBL 1.81 BTP 2.82 BUND 0.97 BUXL 0.37 CAC 2.18 CAD 4.08 CANOLA 8.11 CHF 1.69 COCOA 0.54 COFFEE 0.31 COPPER 2.87 CORN 5.72 COTTON2 2.11 CRUDE_W 4.31 DAX 9.11 DOW 6.42 DX 2.53 EUR 1.66 EURIBOR-ICE 12.75 EUROSTX 3.08 FEEDCOW 1.76 GASOIL 1.65 GASOLINE 1.19 GAS_US_mini 19.55 GBP 2.71 GOLD_micro 6.17 HEATOIL 1.14 JGB-SGX-mini 33.60 JPY 1.87 LEANHOG 6.94 LIVECOW 3.80 LUMBER-new 4.59 MILK 2.07 MXP 31.85 NASDAQ_micro 2.78 NIKKEI 16.74 NZD 2.91 OAT 3.20 OATIES 3.44 OJ 0.90 PALLAD 0.52 PLAT 1.94 REDWHEAT 1.33 RICE 3.51 ROBUSTA 0.69 RUSSELL 10.29 SHATZ 5.16 SILVER-mini 1.09 SMI 1.42 SOFR 18.51 SOYBEAN 0.88 SOYMEAL 1.21 SOYOIL 0.85 SP400 0.50 SP500_micro 5.12 SUGAR11 2.83 US10 1.44 US10U 1.04 US2 2.94 US20 0.68 US30 0.43 US5 2.36 VIX 19.88 WHEAT 1.49 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.0 -1.2 -0.7 0.0 0 BITCOIN 13.7 11.5 15.8 0.0 0 BOBL 0.1 -0.1 0.3 0.0 0 BTP 0.6 0.3 0.8 0.0 0 BUND -0.6 -0.7 -0.5 -1.0 -1 BUXL -0.1 -0.1 -0.0 0.0 0 CAC -2.3 -2.5 -2.0 0.0 0 CAD -4.9 -5.3 -4.5 -1.0 -1 CANOLA -4.9 -5.7 -4.1 -5.0 -5 CHF -2.3 -2.4 -2.1 -5.0 -5 COCOA 0.8 0.7 0.8 2.0 2 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -0.8 -1.1 -0.5 -2.0 -2 CORN -8.0 -8.5 -7.4 -7.0 -7 COTTON2 -4.2 -4.4 -4.0 -5.0 -5 CRUDE_W -0.8 -1.2 -0.3 -2.0 -2 DAX 3.9 2.9 4.8 0.0 0 DOW 1.6 0.9 2.2 0.0 0 DX 1.8 1.5 2.0 0.0 0 EUR -1.4 -1.6 -1.2 -2.0 -2 EURIBOR-ICE 10.2 8.9 11.5 0.0 0 EUROSTX -2.0 -2.4 -1.7 -4.0 -4 FEEDCOW 0.9 0.7 1.0 0.0 0 GASOIL -0.5 -0.6 -0.3 -1.0 -1 GASOLINE -0.1 -0.2 0.0 0.0 0 GAS_US_mini -17.0 -19.0 -15.1 -20.0 -20 GBP -1.5 -1.7 -1.2 0.0 0 GOLD_micro -2.2 -2.8 -1.5 1.0 1 HEATOIL -0.9 -1.0 -0.8 -1.0 -1 JGB-SGX-mini -14.2 -17.5 -10.8 0.0 0 JPY -1.3 -1.5 -1.1 -4.0 -4 LEANHOG 7.0 6.3 7.7 7.0 7 LIVECOW 0.0 -0.4 0.4 0.0 0 LUMBER-new 3.0 2.5 3.4 0.0 0 MILK -0.6 -0.8 -0.4 0.0 0 MXP -3.8 -7.0 -0.6 -6.0 -6 NASDAQ_micro -0.1 -0.3 0.2 3.0 3 NIKKEI 8.5 6.8 10.2 4.0 4 NZD -1.4 -1.7 -1.1 0.0 0 OAT 0.9 0.5 1.2 0.0 0 OATIES -0.7 -1.1 -0.4 NaN 0 OJ 0.9 0.8 1.0 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 -2.8 -2.5 -1.0 -1 RICE -3.4 -3.8 -3.1 NaN 0 ROBUSTA 0.3 0.2 0.4 0.0 0 RUSSELL 3.1 2.1 4.1 0.0 0 SHATZ -1.6 -2.1 -1.1 NaN 0 SILVER-mini -0.1 -0.2 0.0 0.0 0 SMI -0.7 -0.8 -0.5 0.0 0 SOFR -12.2 -14.0 -10.3 NaN 0 SOYBEAN -1.3 -1.4 -1.2 -2.0 -2 SOYMEAL -2.4 -2.5 -2.3 -2.0 -2 SOYOIL 0.0 -0.0 0.1 1.0 1 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 0.9 0.4 1.4 0.0 0 SUGAR11 0.1 -0.2 0.4 1.0 1 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 -1.9 -2.1 -1.7 -1.0 -1 VIX -29.7 -31.7 -27.8 -20.0 -20 WHEAT -2.8 -3.0 -2.7 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.0 -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 -0.0 -0.1 -0.0 -0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.0 0.1 -0.0 0.0 -0.2 0.1 -0.1 BITCOIN 0.6 0.6 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 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 0.0 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 0.2 0.4 0.1 -0.4 -0.5 0.1 -0.0 BTP -0.4 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 0.3 -0.0 0.6 -0.1 0.0 0.2 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 0.3 BUND -0.4 -0.6 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.2 -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 -0.0 -0.3 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 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -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 -0.2 -0.6 0.0 -0.1 -0.0 -0.1 -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 -0.2 -0.2 -0.3 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.3 0.2 -0.1 -0.3 -0.2 -0.1 -0.3 -0.2 -0.2 CANOLA -0.0 0.5 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 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -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 0.3 0.4 0.4 0.4 0.1 0.1 0.2 0.3 0.2 -2.7 0.0 0.0 0.1 0.1 0.1 0.0 1.1 0.5 0.6 0.5 0.5 0.7 0.7 0.7 0.7 COFFEE 0.4 -0.2 0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.2 0.4 0.2 0.6 0.1 0.1 0.0 0.1 0.0 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.2 0.2 0.1 0.2 0.5 0.6 0.3 0.6 -0.4 -0.3 -0.1 -0.0 COPPER -0.5 -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 -1.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.2 -0.1 -0.0 -0.1 0.5 0.4 0.4 0.7 CORN 0.1 0.1 -0.2 -0.0 0.0 -0.1 -0.0 -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 -1.6 -0.1 -0.0 -0.3 -0.0 -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 -0.1 0.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.5 -0.2 -0.6 -0.2 -0.1 -0.3 -0.1 -0.3 -0.2 -0.1 -0.1 -0.2 -0.4 -0.2 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.0 -0.5 -0.6 -0.6 0.0 -0.6 -0.5 -0.4 -0.3 CRUDE_W -0.1 0.1 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 -0.0 -0.1 -0.0 -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 -0.0 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 -0.4 0.0 0.1 0.7 0.3 0.3 0.1 DOW -0.1 -0.1 0.3 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 0.1 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 0.1 0.1 -0.4 -0.3 DX 0.4 0.6 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 0.1 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 -0.2 -0.6 -0.1 -0.0 -0.0 -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 2.0 -0.0 -0.0 -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 -0.2 -0.4 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 0.0 0.2 0.0 1.4 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.5 0.4 0.5 0.4 -0.2 -0.5 0.3 0.2 EUROSTX -0.5 -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 0.2 -0.5 -0.6 -0.4 -0.3 0.2 0.1 -0.6 -0.3 FEEDCOW -0.1 0.6 -0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.2 -0.1 0.1 -0.4 0.1 0.1 0.3 -0.1 0.3 0.2 0.1 -0.1 0.2 -0.3 0.1 -1.5 0.0 0.2 -0.1 0.1 -0.1 0.0 -0.0 0.5 0.4 0.6 -0.6 0.5 0.7 0.7 0.7 GASOIL 0.2 0.2 -0.4 -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 -0.2 -0.0 0.0 0.0 0.2 -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 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.4 0.2 0.4 -0.0 -0.0 -0.0 -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 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 -0.0 2.7 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.4 0.0 -0.6 0.0 -0.5 -0.7 -0.3 -0.6 GBP -0.5 -0.6 -0.0 -0.0 -0.0 -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 0.1 -0.2 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.2 -0.1 -0.0 0.1 0.2 -0.6 0.6 -0.6 GOLD_micro -0.6 -0.6 0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -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 -1.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.7 -0.5 -0.3 0.2 0.5 0.7 0.1 0.6 0.2 HEATOIL 0.1 0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.1 -0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -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 0.1 0.2 JGB-SGX-mini -0.4 -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 -0.4 0.2 0.2 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 0.0 0.6 0.6 -0.0 0.0 -0.1 -0.1 -0.3 -0.0 -0.2 0.2 -0.0 0.1 0.2 0.2 -0.4 0.3 0.1 0.4 0.2 0.2 -0.1 0.0 0.2 0.1 0.1 -0.1 0.2 -0.0 0.1 0.0 1.1 -0.5 0.6 0.6 0.6 0.1 -0.2 0.2 0.0 LIVECOW -0.6 0.2 0.3 -0.0 0.0 -0.2 -0.1 -0.3 -0.0 -0.1 0.5 -0.2 0.6 -0.0 0.2 -0.3 0.1 -0.1 0.0 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.3 -0.1 -0.4 0.5 0.1 -0.2 0.7 0.0 0.7 LUMBER-new 0.7 0.7 0.5 -0.0 0.0 -0.1 -0.0 -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 -0.1 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 0.0 -0.1 -0.0 -0.2 -0.0 0.1 0.2 -0.1 0.3 -0.2 -0.1 -0.0 -0.1 0.3 0.2 -0.1 0.0 -0.1 0.2 -0.2 2.2 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.6 -0.6 0.3 -0.2 -0.7 0.0 -0.7 MXP -0.1 -0.0 -0.5 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.1 -0.0 -0.3 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 1.1 0.4 0.3 0.2 -0.5 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 0.0 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 0.3 0.3 0.2 0.3 0.1 -0.2 -0.2 NIKKEI 0.0 0.2 0.2 0.0 -0.0 0.1 -0.0 0.2 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 -0.0 -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 -0.0 -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 -0.0 -0.0 -0.1 0.1 0.1 0.0 -0.0 0.1 -0.0 -0.2 -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 -0.0 -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 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 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 -0.0 -2.7 0.0 0.0 0.1 -0.0 0.0 -0.0 0.0 -0.5 -0.2 0.1 0.6 0.7 0.1 0.7 0.5 OJ -0.2 -0.1 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.5 0.0 0.7 0.0 0.1 0.4 0.3 0.3 0.3 0.1 0.2 0.0 0.5 0.0 -2.7 0.0 0.0 0.2 0.0 0.6 0.0 1.0 0.1 0.2 -0.1 0.6 0.5 0.4 0.7 0.7 PALLAD -0.6 0.0 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 0.0 -0.0 -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 -0.0 0.1 -0.1 0.1 -0.4 -0.7 -0.7 -0.7 PLAT -0.5 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 0.2 -0.1 -0.1 -0.2 0.2 -0.3 -0.1 -0.1 REDWHEAT -0.5 -0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.3 -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 -0.0 -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 -0.2 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.2 0.1 0.1 0.3 -0.1 -0.1 -0.3 0.4 -0.1 0.2 -0.1 -0.1 0.1 0.1 -0.1 -1.9 -0.1 0.1 -0.1 0.0 -0.0 -0.0 1.1 0.5 -0.4 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 ROBUSTA -0.1 -0.6 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.3 -0.0 0.0 0.1 0.4 0.4 0.4 0.0 0.1 0.1 0.5 0.0 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 0.5 0.2 -0.3 0.5 0.2 0.0 0.3 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 0.0 0.2 0.1 0.0 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.6 0.3 0.4 -0.2 -0.5 -0.7 -0.7 SHATZ -0.3 -0.5 0.5 -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 0.4 0.3 0.4 0.3 -0.3 -0.5 0.0 -0.2 SILVER-mini -0.6 -0.1 0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 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 0.0 -0.1 0.1 0.1 0.2 -0.1 -0.1 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 -0.0 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 -0.5 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 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 -0.5 -0.3 0.0 -0.3 0.6 0.5 SOYBEAN 0.1 -0.1 -0.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -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 0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.2 0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -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 -0.3 -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 -2.3 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.2 0.1 0.5 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 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.1 -1.4 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.5 0.5 0.4 0.5 0.0 -0.2 -0.5 -0.7 SP500_micro -0.2 0.1 0.3 0.0 -0.0 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 0.0 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 0.2 0.1 -0.4 -0.3 SUGAR11 -0.4 0.0 0.6 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.1 0.2 -0.0 -0.2 -0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 -0.0 0.1 -0.0 -2.7 0.0 0.0 0.1 0.0 0.0 -0.0 1.1 0.1 -0.0 0.1 0.6 -0.7 0.1 -0.7 0.3 US10 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 -0.0 -0.2 -0.4 -0.2 -0.1 -0.7 0.4 0.3 US10U -0.3 -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 -0.1 -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 -0.0 -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 -0.6 -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 -11.8 -18.5 -0.0 -3.5 -3.0 -1.4 -5.2 -0.1 -5.2 -9.1 -2.9 -11.7 0.0 -13.8 -9.8 -0.3 -1.7 -0.5 -1.0 -9.9 -3.7 -13.3 -0.7 -13.8 2.5 -3.8 -2.6 -1.3 -4.7 -0.1 -5.1 -0.0 10.6 0.1 3.2 -1.0 0.6 -6.6 2.0 -3.2 BITCOIN 20.0 20.0 1.4 0.3 -1.6 1.2 -7.2 0.1 -4.5 18.9 10.4 20.0 13.0 20.0 19.7 -6.7 -6.8 -6.5 -6.5 20.0 16.5 20.0 11.8 20.0 -20.0 6.7 8.0 3.6 11.1 3.4 10.2 -2.3 20.0 20.0 20.0 9.5 2.9 -2.1 -0.6 1.8 BOBL -12.0 -17.9 6.0 -2.5 -0.7 -0.5 -2.2 0.3 -3.2 3.7 2.1 -3.0 -1.9 -7.2 -4.3 18.7 -3.5 11.8 3.1 -4.3 -0.2 -1.5 -0.1 -5.2 3.8 -1.7 -0.3 0.3 -0.6 0.8 -2.2 0.6 15.2 7.6 11.0 4.3 -12.6 -14.9 3.6 -0.5 BTP -13.0 -10.8 2.9 -4.1 -1.1 -0.9 -3.5 0.5 -5.3 13.8 10.0 -2.3 15.3 -7.4 1.1 7.5 5.2 6.7 5.5 0.4 7.2 3.5 10.6 -2.7 -20.0 1.0 5.6 4.8 2.3 6.7 -1.0 11.4 20.0 15.1 20.0 12.7 -14.2 -12.7 8.5 10.5 BUND -12.0 -17.8 2.1 -3.1 -0.8 -0.6 -2.7 0.4 -4.0 2.9 1.3 -5.9 0.4 -10.5 -7.6 -20.0 -7.6 -18.1 -12.9 -6.9 -1.5 -2.7 -0.0 -7.8 1.1 -2.8 0.1 -0.2 -1.0 1.0 -3.2 -14.6 15.4 8.0 12.6 1.6 -20.0 -18.9 0.3 -1.0 BUXL -1.0 -10.5 1.1 -3.3 -0.8 -0.7 -2.8 0.4 -4.2 10.5 -0.0 6.6 -0.1 -6.8 -6.0 0.3 -1.4 -0.1 -0.8 -3.8 -1.9 2.8 -1.9 -1.9 -2.1 -2.1 2.9 -0.4 2.0 0.7 -1.0 0.4 16.2 19.5 19.6 1.0 -20.0 -20.0 -7.0 -7.3 CAC -12.0 -5.7 -5.6 2.9 -5.6 4.6 -0.7 6.8 1.8 -9.1 -11.0 -13.3 -2.4 -15.2 -8.4 -4.9 -3.4 -5.3 -4.6 -11.3 -8.8 -14.5 -4.1 -14.6 -6.1 -5.2 -4.9 -3.7 -7.2 -1.0 -7.0 4.3 -20.0 -20.0 -19.8 -14.9 4.1 6.2 -6.1 -2.9 CAD -6.3 -20.0 0.3 -5.5 -4.7 -2.2 -8.0 -0.2 -8.0 -13.6 -16.1 -18.1 -17.3 -20.0 -20.0 -6.1 -4.3 -5.6 -5.0 -20.0 -14.6 -20.0 -9.9 -20.0 0.1 -7.0 -4.9 -4.3 -7.0 -2.7 -8.0 -5.6 9.5 -1.7 -7.9 -7.6 -3.0 -7.7 -6.6 -5.9 CANOLA -0.8 16.8 10.3 -0.8 0.1 -1.9 -1.7 -3.0 -1.2 -0.2 0.7 0.5 -5.9 5.0 4.5 -16.2 -12.4 -15.3 -14.4 4.0 0.7 0.3 -3.8 3.3 -14.2 2.6 0.5 1.2 0.8 -1.2 2.1 -20.0 3.2 11.6 14.0 8.8 -6.3 -12.4 0.2 -7.1 CHF -15.6 -20.0 2.1 -3.4 -2.9 -1.3 -4.9 -0.1 -4.9 -8.4 -0.9 -11.3 -3.2 -13.5 -8.8 -15.0 -16.1 -15.3 -15.5 -13.7 -4.4 -19.1 -0.7 -20.0 3.9 -3.8 -2.7 -1.0 -5.4 0.2 -5.7 -20.0 -14.4 -7.0 -9.5 5.7 -11.1 -11.9 -20.0 -13.3 COCOA 20.0 9.3 4.5 -0.7 0.1 -1.7 -1.5 -2.7 -1.1 6.2 2.3 7.4 4.5 7.2 6.7 16.3 20.0 20.0 20.0 10.4 8.2 20.0 10.6 15.9 -20.0 2.6 4.2 2.4 4.8 4.0 3.7 20.0 20.0 20.0 16.8 15.1 20.0 20.0 20.0 20.0 COFFEE 11.3 -4.9 3.1 -1.7 0.3 -4.3 -3.8 -6.8 -2.6 18.3 15.5 18.4 17.5 10.1 10.6 0.7 4.7 2.0 3.3 15.3 16.5 20.0 19.9 20.0 -20.0 5.0 15.9 5.1 14.7 6.8 8.8 4.0 20.0 20.0 10.6 20.0 -11.2 -7.8 -2.4 -0.0 COPPER -14.3 -6.6 -3.6 0.1 -0.7 0.5 -3.0 0.0 -1.9 -6.5 -3.8 -7.6 -0.6 -7.0 -1.8 -4.4 -3.4 -4.0 -3.4 -3.6 -0.7 -10.5 1.3 -7.9 -10.9 -0.7 -2.6 0.7 -4.0 1.4 -2.9 3.5 -7.0 -3.6 -0.9 -2.3 16.1 11.2 12.1 19.8 CORN 2.1 3.7 -5.1 -2.1 0.3 -5.1 -4.4 -8.0 -3.1 -8.5 -17.9 -6.4 -20.0 -10.9 -2.7 -8.2 -14.0 -11.6 -14.1 -8.6 -20.0 -6.3 -20.0 -5.2 -12.3 -6.0 -4.0 -11.0 -4.5 -16.3 -3.9 -20.0 3.2 7.3 -11.3 -10.0 8.9 -2.3 14.7 1.9 COTTON2 -12.3 -1.6 9.2 -1.7 0.3 -4.3 -3.7 -6.6 -2.6 -17.7 -16.8 -18.5 -17.2 -16.4 -5.3 -15.7 -7.1 -14.1 -11.2 -9.1 -10.5 -20.0 -16.3 -16.1 -20.0 -4.6 -15.5 -3.5 -12.8 -3.3 -8.4 -18.5 -20.0 -20.0 -17.2 0.9 -18.3 -14.8 -12.9 -10.1 CRUDE_W -1.8 2.7 -11.2 -1.8 1.9 -3.5 -1.2 -2.8 -1.2 -5.0 -8.5 -7.6 -3.9 -7.3 -6.4 4.0 10.3 6.1 8.4 -6.2 -7.4 -5.7 -4.3 -5.4 -1.3 -3.2 -0.1 -4.2 -4.2 -2.9 -3.7 8.9 -5.0 -4.1 -7.5 2.0 -2.3 7.6 -1.6 12.2 DAX -17.7 0.3 4.3 2.8 -5.5 4.5 -0.7 6.7 1.8 -3.8 11.9 -7.4 14.8 -2.9 11.3 -8.1 -9.8 -8.4 -8.9 4.1 8.2 -4.7 10.9 -2.2 7.6 1.8 -1.7 4.5 -2.9 7.2 -1.7 -5.1 -20.0 -13.4 1.1 4.6 20.0 10.1 10.4 3.0 DOW -2.6 -2.8 8.6 2.2 -4.2 3.4 -0.5 5.1 1.4 2.4 11.1 6.1 12.5 7.3 10.8 -9.5 -10.6 -9.8 -10.0 11.4 11.7 6.7 11.7 10.7 -10.6 4.1 -0.5 4.5 2.6 4.8 3.8 -6.8 20.0 9.4 11.3 19.2 4.1 3.7 -13.2 -8.5 DX 11.0 20.0 0.8 -3.4 -2.9 -1.3 -4.9 -0.1 -4.9 10.2 5.5 12.3 5.9 13.7 11.6 5.8 6.6 6.1 6.3 16.1 6.9 20.0 2.3 20.0 -20.0 4.1 3.1 1.7 5.0 0.5 5.4 13.4 20.0 20.0 20.0 7.4 -1.0 6.6 -0.8 9.4 EUR -7.5 -20.0 -3.3 -3.3 -2.8 -1.3 -4.8 -0.1 -4.8 -9.9 -6.4 -11.9 -4.7 -13.1 -11.7 -6.3 -7.0 -6.7 -6.8 -13.7 -6.5 -19.2 -2.2 -18.9 15.1 -4.1 -3.1 -1.7 -5.3 -0.3 -5.5 -9.5 -17.5 -5.1 -11.3 -3.5 -1.8 -15.4 -5.1 -18.8 EURIBOR-ICE -7.2 -13.7 10.9 -2.1 -0.5 -0.4 -1.8 0.3 -2.7 6.1 6.0 5.2 5.8 -0.4 3.5 5.6 -0.3 4.5 2.3 2.7 5.6 3.9 5.7 1.8 10.7 1.4 1.3 3.0 1.9 3.1 0.9 4.0 20.0 13.2 16.4 11.6 -5.0 -15.8 10.2 5.8 EUROSTX -14.2 -5.4 -5.3 2.7 -5.2 4.2 -0.7 6.2 1.7 -3.4 0.2 -9.7 9.5 -11.1 -0.3 -3.8 -3.3 -4.0 -4.0 -6.3 -1.9 -9.6 3.9 -10.4 -2.5 -3.6 -2.5 -0.9 -5.3 3.1 -5.8 4.7 -20.0 -18.7 -13.4 -10.3 5.5 3.3 -17.0 -9.2 FEEDCOW -3.5 20.0 -2.6 -2.0 0.3 -5.0 -4.3 -7.8 -3.1 20.0 -3.8 9.6 -12.4 13.7 6.4 13.0 -4.7 15.0 8.4 6.8 -4.7 20.0 -11.9 11.9 -11.6 2.3 18.4 -2.0 9.3 -4.0 4.6 -0.2 20.0 11.0 20.0 -17.1 15.2 20.0 20.0 20.0 GASOIL 4.8 7.3 -12.7 -1.6 1.7 -3.2 -1.1 -2.5 -1.1 -2.5 -11.6 -1.0 -6.2 -2.2 -7.1 0.9 6.6 1.3 2.4 -4.8 -9.0 -0.1 -6.7 -1.0 3.9 -2.8 2.5 -5.3 -0.0 -4.3 -0.6 0.1 1.0 5.4 -2.1 -9.2 0.3 -7.6 2.5 -12.3 GASOLINE -2.8 5.9 -9.5 -1.5 1.6 -2.9 -1.0 -2.3 -1.0 -3.2 -7.3 -4.8 -2.0 -5.9 -3.0 -0.5 20.0 9.2 18.4 -3.2 -4.2 -3.0 -1.9 -3.1 -19.5 -0.5 1.4 -1.0 -1.7 -0.2 -1.4 20.0 -1.4 -2.9 -1.3 6.3 2.6 10.2 6.9 17.8 GAS_US_mini -0.3 -2.7 8.5 -1.9 2.0 -3.6 -1.3 -2.9 -1.2 12.7 -16.7 0.5 -18.6 -10.6 -12.5 -20.0 -20.0 -20.0 -20.0 -9.0 -11.2 3.4 -17.5 -4.4 20.0 -4.7 4.5 -5.1 1.8 -6.4 -2.5 -20.0 17.4 1.5 -20.0 0.4 -13.5 -20.0 -9.4 -17.2 GBP -14.2 -20.0 -0.3 -4.2 -3.6 -1.7 -6.1 -0.1 -6.1 -13.3 3.0 -15.4 8.0 -16.9 -9.4 0.5 -0.2 0.4 0.1 -11.0 -0.4 -20.0 5.4 -19.9 -1.6 -3.8 -6.8 0.4 -8.4 2.7 -7.2 2.2 -7.8 -2.8 -0.8 4.2 5.3 -18.0 16.7 -17.6 GOLD_micro -20.0 -17.8 3.9 0.2 -0.9 0.7 -3.9 0.1 -2.5 -7.3 8.8 -9.8 11.2 -5.9 5.0 -11.8 -13.4 -12.8 -12.8 2.7 10.9 -17.5 13.5 -10.1 -9.9 1.2 -2.5 3.4 -4.9 4.1 -2.6 -13.3 -20.0 -9.2 5.6 16.0 20.0 1.8 18.7 7.2 HEATOIL 2.8 9.6 -9.5 -1.6 1.7 -3.1 -1.1 -2.5 -1.0 -2.0 -11.3 -2.0 -9.0 -6.8 -7.3 -2.2 2.5 -3.5 -2.7 -4.3 -8.1 -1.8 -7.4 -1.9 -18.5 -1.1 1.7 -3.3 -0.9 -3.4 -0.6 -8.2 -2.8 2.8 0.9 -0.5 -0.8 3.5 1.6 5.2 JGB-SGX-mini -11.4 -16.2 5.3 -2.3 -1.0 -0.4 -2.3 0.3 -3.1 -9.3 2.8 -9.5 2.6 -9.4 0.1 17.9 16.3 14.7 15.0 -4.5 0.3 -15.6 1.6 -10.3 -10.8 -1.9 -8.1 -0.2 -6.4 -0.1 -4.2 20.0 -17.3 6.4 7.1 5.8 -20.0 -11.1 -20.0 -6.5 JPY -9.8 -20.0 4.6 -2.0 -1.7 -0.8 -2.9 -0.1 -2.9 -3.3 -2.2 -5.5 -4.1 -7.8 -6.0 -10.3 -13.7 -10.9 -12.0 -8.7 -4.6 -6.6 -4.4 -9.7 20.0 -2.2 -0.7 -1.1 -1.8 -1.1 -2.6 -19.9 2.5 -1.3 -8.0 5.0 -16.8 -19.8 -13.1 -20.0 LEANHOG 0.2 20.0 20.0 -2.2 0.4 -5.5 -4.8 -8.6 -3.4 -17.3 7.1 -2.8 1.7 18.2 20.0 -20.0 13.3 6.3 20.0 20.0 19.9 -6.9 1.8 15.9 0.8 7.8 -7.6 5.6 -2.6 1.5 4.4 20.0 -20.0 20.0 20.0 20.0 2.7 -5.0 7.3 1.0 LIVECOW -18.9 7.5 8.9 -2.3 0.4 -5.6 -4.9 -8.8 -3.4 -12.0 19.6 -20.0 16.6 -3.7 16.0 -12.6 5.4 -3.8 2.5 10.2 18.0 -10.9 18.2 -4.5 -20.0 2.2 -1.4 5.2 -5.4 6.8 -3.3 5.1 -3.4 -12.7 16.2 4.5 -6.2 20.0 1.2 20.0 LUMBER-new 20.0 20.0 12.9 -1.8 0.3 -4.4 -3.8 -6.5 -2.7 9.4 -0.4 17.0 -7.3 18.9 19.6 -20.0 -18.6 -19.6 -18.9 20.0 9.5 20.0 -4.4 20.0 NaN 6.7 3.1 2.9 7.0 -0.5 8.3 -20.0 20.0 20.0 20.0 20.0 9.0 2.8 16.7 8.8 MILK -20.0 -20.0 8.0 -1.4 0.2 -3.5 -3.0 -5.4 -2.1 7.7 8.6 -10.4 8.8 -14.6 -5.3 -0.8 -2.9 12.8 8.8 -12.1 4.1 -11.7 9.0 -20.0 16.4 -3.5 2.0 0.6 -3.2 1.7 -5.5 1.3 -7.0 -20.0 -20.0 8.2 -5.8 -20.0 0.0 -20.0 MXP -3.1 -1.2 -16.5 -3.2 -2.8 -1.3 -4.7 -0.1 -4.7 -2.1 -12.4 -5.7 -9.9 -9.4 -11.6 11.8 13.3 11.5 11.7 -11.1 -13.4 -4.8 -9.9 -8.7 -20.0 -4.7 1.5 -5.6 -2.0 -3.9 -3.7 20.0 16.8 8.5 7.6 -17.0 17.0 20.0 20.0 20.0 NASDAQ_micro 0.4 7.2 5.6 2.3 -4.4 3.6 -0.6 5.3 1.4 -2.9 9.5 4.1 11.1 7.7 10.8 -9.5 -9.7 -9.0 -9.1 10.4 10.4 0.8 12.8 8.6 -20.0 4.0 -4.5 4.5 0.0 6.2 3.0 -5.2 3.9 9.7 9.9 7.0 7.8 3.7 -6.8 -5.3 NIKKEI 0.1 7.2 4.8 1.8 -3.5 2.8 -0.4 4.2 1.1 -7.7 4.4 -1.9 5.2 2.4 7.5 1.1 6.7 2.4 4.3 2.7 2.9 -4.2 5.3 0.6 -7.6 -0.1 -4.5 -0.7 -2.2 1.9 -0.1 20.0 -10.8 -1.2 2.8 -15.7 20.0 8.4 20.0 10.0 NZD -10.8 -20.0 0.2 -3.2 -2.7 -1.3 -4.7 -0.1 -4.6 -7.9 -4.9 -10.5 -1.3 -12.9 -8.8 -1.1 -0.2 -0.7 -0.5 -10.9 -5.0 -12.6 -1.6 -13.9 1.1 -3.6 -2.6 -1.5 -4.3 -0.4 -4.7 1.8 6.0 0.4 -0.7 1.8 -1.2 -7.4 -0.4 -1.8 OAT -9.9 -13.2 2.7 -3.0 -0.8 -0.6 -2.6 0.4 -3.8 8.8 -0.6 -4.2 -2.0 -9.0 -7.1 8.3 5.2 7.1 5.7 -6.0 -2.9 -0.4 -2.1 -5.8 3.7 -2.7 2.1 -0.8 0.1 0.1 -2.6 11.5 16.8 9.6 13.4 0.9 -6.5 -14.8 12.2 5.3 OATIES -17.2 2.2 20.0 -1.4 0.2 -3.4 -3.0 -5.3 -2.1 -0.1 2.1 -6.6 -9.2 -3.4 9.3 -5.4 1.7 -0.2 1.6 4.8 6.3 -6.3 -0.5 -4.4 -20.0 1.2 2.4 2.1 -3.2 0.3 -2.3 0.2 -20.0 -6.5 3.7 20.0 20.0 4.5 20.0 14.3 OJ -7.4 -3.2 0.6 -1.8 0.3 -4.4 -3.8 -6.9 -2.7 5.1 17.8 0.8 19.3 3.9 13.2 17.6 12.9 14.4 12.8 9.8 20.0 3.0 20.0 3.2 -20.0 3.8 0.6 8.8 1.4 16.5 1.0 18.5 4.2 5.0 -1.8 20.0 15.6 11.1 20.0 20.0 PALLAD -18.5 0.0 19.2 0.1 -0.6 0.5 -2.7 0.0 -1.7 -2.2 1.4 -6.4 -2.9 -5.7 0.3 -2.4 -2.1 -2.2 -2.1 -0.9 1.1 -7.8 -1.4 -6.2 12.6 0.3 0.2 0.8 -2.4 -0.2 -1.7 5.6 -1.7 1.8 -2.0 2.1 -11.6 -20.0 -20.0 -20.0 PLAT -16.0 -0.7 1.3 0.2 -0.9 0.7 -4.3 0.1 -2.7 -3.9 -4.0 -10.3 -2.2 -8.1 -1.0 -4.0 -4.4 -4.2 -4.4 -2.8 -0.1 -10.6 0.1 -8.7 4.9 -1.1 -0.4 -0.1 -5.0 -0.1 -4.0 1.6 6.7 -2.1 -2.8 -6.6 5.9 -8.0 -2.2 -1.5 REDWHEAT -15.4 -1.8 6.1 -1.8 0.3 -4.5 -3.9 -7.0 -2.7 -6.8 -16.1 -15.2 -18.1 -17.6 -8.5 -10.1 -7.6 -10.4 -9.7 -13.0 -12.0 -19.3 -17.7 -19.0 -4.5 -5.7 -2.4 -4.7 -8.4 -5.8 -8.2 -18.0 -20.0 -20.0 -14.8 -6.6 -20.0 -20.0 -20.0 -20.0 RICE -6.3 -10.5 -8.7 -1.7 0.3 -4.3 -3.7 -6.7 -2.6 16.7 5.5 4.7 8.8 -8.5 -9.3 -13.1 19.2 -6.7 8.0 -9.4 -5.3 8.4 2.4 -5.5 -14.4 -5.0 9.7 -3.0 3.3 -0.2 -3.2 20.0 20.0 -12.7 -20.0 -7.4 -19.6 -20.0 -20.0 -20.0 ROBUSTA -2.7 -19.7 -0.3 -1.0 0.2 -2.4 -2.1 -3.8 -1.5 8.7 6.7 7.7 9.5 -4.1 1.3 4.8 20.0 17.9 20.0 2.4 11.3 13.0 19.8 3.6 -20.0 0.8 5.1 4.0 4.5 8.4 1.4 20.0 20.0 5.9 -9.7 14.2 5.1 0.3 10.5 6.6 RUSSELL 7.4 4.0 5.6 2.0 -4.0 3.2 -0.5 4.8 1.3 -4.4 8.3 2.2 10.0 5.0 8.0 -6.1 -6.4 -6.1 -6.1 9.4 7.8 2.7 6.7 9.6 0.3 3.8 -1.9 3.6 1.8 3.4 3.8 0.3 16.0 17.0 10.3 12.5 -5.1 -13.9 -20.0 -20.0 SHATZ -10.3 -14.6 15.8 -2.0 -0.5 -0.4 -1.8 0.3 -2.6 3.1 4.2 0.3 -0.1 -3.4 1.0 -20.0 -20.0 -20.0 -20.0 0.3 3.1 0.3 0.8 -1.1 5.8 0.3 -1.0 1.8 0.1 1.1 -0.5 -20.0 14.7 10.3 13.1 9.4 -9.9 -15.0 0.4 -5.7 SILVER-mini -20.0 -2.1 2.2 0.2 -0.8 0.6 -3.5 0.1 -2.2 -4.5 4.9 -8.9 6.7 -6.7 2.8 -5.9 -6.4 -6.1 -6.1 0.9 5.0 -8.7 6.4 -6.0 0.8 0.9 -0.4 2.1 -2.9 2.4 -1.7 -1.6 1.8 -2.7 4.1 2.5 5.5 -1.7 -4.1 8.7 SMI -19.7 -11.7 -9.0 2.1 -4.1 3.3 -0.5 5.0 1.3 -11.0 3.5 -11.8 9.0 -10.7 -4.0 0.7 0.3 0.1 -0.3 -7.2 -0.8 -14.2 4.9 -12.3 7.4 -2.7 -5.1 1.0 -5.9 3.8 -5.2 10.9 -20.0 -20.0 -14.8 -2.8 -6.6 1.4 -20.0 -7.8 SOFR -16.2 -20.0 -4.9 -3.1 -0.8 -0.6 -2.7 0.4 -4.0 -6.7 -0.1 -11.1 3.8 -13.2 -11.4 0.1 0.2 1.0 0.7 -17.8 -6.4 -12.7 0.4 -20.0 -5.5 -4.1 -0.6 -1.7 -2.7 0.1 -4.3 3.1 -2.4 -8.9 -16.8 -10.4 0.8 -10.5 18.6 15.5 SOYBEAN 2.0 -2.8 -9.6 -1.5 0.3 -3.7 -3.2 -5.8 -2.3 -7.2 -14.1 -7.2 -15.0 -12.3 -10.1 -0.1 0.6 -2.2 -2.5 -12.1 -19.2 -8.1 -20.0 -8.7 -20.0 -5.2 -2.7 -7.4 -3.7 -8.4 -3.8 -5.3 -4.6 0.2 -15.3 -17.5 2.9 -8.4 8.3 -3.6 SOYMEAL -16.1 -18.6 -7.9 -1.5 0.3 -3.8 -3.3 -6.0 -2.3 -9.5 -15.5 -15.6 -16.1 -17.8 -15.6 -7.7 1.1 -4.8 -2.6 -19.8 -18.0 -17.7 -19.3 -20.0 -20.0 -5.8 -3.7 -4.7 -6.0 -4.0 -6.8 -4.5 -13.2 -20.0 -20.0 -10.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 11.0 18.0 16.6 -0.8 0.1 -1.9 -1.7 -3.0 -1.2 -4.6 0.1 1.1 -6.4 3.7 4.3 -1.9 0.6 -0.7 -0.1 5.9 1.7 1.1 -3.2 6.0 -17.5 2.3 -0.8 0.9 0.6 -0.7 2.3 -2.9 2.9 16.3 13.1 5.7 3.8 -6.0 13.0 -0.7 SP400 3.4 5.4 6.4 2.4 -4.7 3.8 -0.6 5.7 1.5 -3.4 10.9 3.9 13.3 6.9 11.1 -7.5 -6.5 -7.2 -6.8 11.9 10.4 3.8 9.9 11.4 -10.3 4.6 -2.2 4.6 2.1 4.6 4.3 -0.3 19.3 14.4 13.2 16.9 1.0 -7.0 -16.4 -20.0 SP500_micro -5.0 2.4 9.3 2.8 -5.4 4.4 -0.7 6.5 1.8 0.9 15.9 7.7 16.7 10.5 15.3 -11.2 -11.7 -11.0 -11.2 15.5 17.7 4.7 20.0 12.6 -20.0 5.2 -3.0 6.5 1.4 8.3 3.9 -8.7 16.9 7.8 12.8 16.1 7.4 3.7 -11.5 -7.5 SUGAR11 -11.7 1.2 20.0 -1.5 0.2 -3.7 -3.2 -5.7 -2.2 8.7 7.4 -4.6 -5.7 -5.1 8.5 20.0 19.8 20.0 20.0 6.5 8.0 -0.3 1.9 -1.0 -20.0 2.3 5.1 2.8 0.0 0.5 -0.4 20.0 3.3 -0.1 3.4 20.0 -20.0 4.0 -20.0 7.7 US10 -13.4 -20.0 -4.1 -2.2 -0.6 -0.5 -1.9 0.3 -2.8 -5.7 -1.6 -8.3 0.8 -9.6 -8.4 -3.3 -6.6 -4.9 -5.8 -12.5 -5.3 -8.9 -1.6 -13.8 1.5 -2.9 -0.6 -1.3 -1.9 -0.2 -3.1 -8.3 -1.0 -4.7 -11.9 -7.1 -2.9 -20.0 12.6 8.7 US10U -10.5 -20.0 -3.2 -3.0 -0.8 -0.6 -2.6 0.4 -3.8 -7.7 -2.5 -10.6 0.6 -12.6 -11.1 -3.7 -3.6 -4.2 -4.2 -15.1 -6.6 -10.9 -2.5 -16.5 -1.3 -4.0 -1.0 -1.9 -2.6 -0.3 -4.1 -4.2 -1.2 -3.3 -13.0 -9.8 -1.2 -15.9 20.0 17.3 US2 -20.0 -20.0 0.4 -2.3 -0.6 -0.5 -2.0 0.3 -3.0 -4.8 -1.7 -8.7 -1.0 -10.3 -8.6 -16.6 -20.0 -20.0 -20.0 -15.3 -5.8 -11.7 -2.9 -18.0 14.2 -2.8 -0.7 -0.9 -2.2 -0.0 -3.4 -20.0 -4.6 -6.4 -13.8 -0.9 -4.8 -18.0 3.6 -8.3 US20 -5.8 -20.0 -4.1 -2.1 -0.5 -0.4 -1.8 0.3 -2.7 -6.0 -1.8 -7.2 1.9 -8.7 -7.8 -1.7 -1.3 -1.9 -1.6 -9.4 -4.2 -6.6 -1.3 -9.9 -2.7 -2.8 -0.9 -1.3 -1.7 -0.1 -2.7 0.3 -0.1 1.1 -7.5 -7.1 0.4 -9.5 20.0 19.4 US30 -2.7 -20.0 -2.8 -2.3 -0.6 -0.5 -2.0 0.3 -2.9 -7.2 -2.8 -7.7 0.4 -9.2 -8.4 -0.8 -4.3 -2.4 -3.4 -8.6 -4.2 -7.1 -2.1 -9.2 -1.8 -3.0 -1.5 -1.5 -2.2 -0.3 -3.0 -4.3 -1.9 3.9 -4.6 -7.3 -0.6 -8.4 20.0 19.6 US5 -17.5 -20.0 -3.6 -2.5 -0.7 -0.5 -2.2 0.3 -3.2 -5.4 -1.9 -9.4 -0.5 -11.0 -9.6 -6.1 -9.9 -7.9 -9.0 -16.0 -6.7 -11.3 -2.1 -17.9 5.8 -3.3 -0.6 -1.4 -2.2 -0.1 -3.6 -13.9 -2.0 -6.8 -15.1 -6.7 -0.7 -18.3 13.5 4.6 VIX -13.5 -4.6 -1.7 -2.0 -2.0 -0.3 -4.5 -2.1 -4.4 -9.6 -9.1 -12.1 -10.4 -11.7 -11.3 -19.9 -20.0 -13.5 -17.8 -5.8 -2.5 -11.0 -6.6 -11.1 NaN -2.4 -2.3 -0.5 -5.1 -2.5 -5.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -12.4 -2.2 4.6 -1.9 0.3 -4.8 -4.1 -7.4 -2.9 -9.3 -14.7 -15.0 -16.6 -18.2 -4.3 -13.2 -14.3 -13.3 -14.0 -12.4 -11.7 -20.0 -18.0 -19.9 4.7 -5.8 -6.6 -4.6 -11.0 -5.4 -9.0 -20.0 -20.0 -20.0 -17.1 -5.3 -20.0 -18.2 -20.0 -16.1 End of report for caleb_strategy_v3