******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241203_204439 produced at 2024-12-03 21:41:32.536268 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 JGB-SGX-mini False True 0.03 0.00 -0.94 0.0 0.00 0.00 0.00 0.00 -29.30 16.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.77 0.0 0.00 0.00 0.00 0.00 -9.56 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.22 0.0 999.00 -999.00 -0.17 -0.17 -40.50 999999999.0 -30 -30 caleb_strategy_v3 US2 False True 0.07 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -3.05 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.15 0.0 0.69 -0.69 -0.05 -0.07 -6.46 29.0 -2 -3 caleb_strategy_v3 CHF False True 0.05 -0.38 -0.11 0.0 0.00 -0.38 -0.38 -0.38 -2.33 13.0 -8 -8 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.09 0.0 0.09 -0.09 -0.05 -0.05 -11.79 12.0 -7 -7 caleb_strategy_v3 CAC True False 0.03 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -2.74 12.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.18 -0.07 0.0 0.62 -0.62 -0.18 -0.18 -1.53 14.0 -4 -4 caleb_strategy_v3 US5 False False 0.04 -0.11 -0.06 0.0 0.90 -0.90 -0.11 -0.11 -1.56 25.0 -3 -3 caleb_strategy_v3 COPPER False False 0.04 -0.11 -0.06 0.0 999.00 -999.00 -0.11 -0.11 -1.58 999999999.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.05 0.0 0.13 -0.13 -0.06 -0.06 -4.18 11.0 -5 -5 caleb_strategy_v3 GBP False True 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.52 22.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.04 0.0 0.09 -0.09 -0.03 -0.03 -1.24 3.0 -1 -1 caleb_strategy_v3 AUD False True 0.02 -0.02 -0.03 0.0 0.00 -0.02 -0.02 -0.02 -1.60 19.0 -1 -1 caleb_strategy_v3 NZD False True 0.02 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.69 21.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.07 -0.07 -0.04 -0.04 -2.96 8.0 -4 -4 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.80 7.0 -3 -3 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.63 -0.63 0.00 0.00 -0.85 17.0 0 0 caleb_strategy_v3 MXP False True 0.01 -0.01 -0.03 0.0 0.00 -0.01 -0.01 -0.01 -3.87 60.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 -0.05 -0.03 0.0 0.34 -0.34 -0.05 -0.05 -1.74 20.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -3.36 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -10.59 51.0 -7 -7 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.02 0.0 0.50 -0.50 -0.04 -0.04 -0.45 13.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -0.70 4.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -2.37 9.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.06 -0.06 -0.02 -0.02 -7.14 26.0 -7 -7 caleb_strategy_v3 SMI False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.51 9.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.04 -0.04 0.00 0.00 -1.72 4.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.16 9.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -1.12 5.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 -0.05 -0.01 0.0 0.11 -0.11 -0.05 -0.05 -0.48 5.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.83 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 -0.01 0.0 0.50 -0.50 -0.01 -0.01 -1.36 56.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.03 -0.03 -0.01 0.0 999.00 -999.00 -0.03 -0.03 -0.23 999999999.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.16 2.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.01 0.0 0.48 -0.48 -0.03 -0.03 -0.52 17.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.00 0.0 0.33 -0.33 0.04 0.04 0.26 23.0 3 3 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.49 10.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.48 -0.48 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.44 18.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.15 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.12 999999999.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 24.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.00 0.0 0.26 -0.26 -0.04 -0.04 -0.10 6.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.36 -0.36 0.00 0.00 0.22 23.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.18 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.02 -0.02 0.00 0.00 2.02 3.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.22 -0.22 0.00 0.00 0.14 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.01 0.03 0.0 0.50 -0.50 0.01 0.01 4.00 66.0 1 1 caleb_strategy_v3 COCOA False False 0.03 0.06 0.03 0.0 0.79 -0.79 0.06 0.06 0.84 26.0 2 2 caleb_strategy_v3 SP400 False False 0.11 0.23 0.03 0.0 0.23 -0.23 0.23 0.23 0.28 2.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.03 0.0 0.49 -0.49 0.01 0.01 2.80 48.0 1 1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.03 0.0 0.28 -0.28 0.00 0.00 6.60 68.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.04 0.0 0.07 -0.07 0.02 0.02 1.72 3.0 1 1 caleb_strategy_v3 BOBL False False 0.04 0.00 0.05 0.0 0.80 -0.80 0.00 0.00 1.12 19.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.05 0.0 0.00 0.00 0.00 0.00 15.56 59.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.99 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.02 0.07 0.0 0.32 -0.32 0.02 0.03 8.20 36.0 2 3 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.08 0.0 0.43 -0.43 0.03 0.03 3.11 17.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.03 0.08 0.0 0.41 -0.41 0.03 0.03 11.00 58.0 4 4 caleb_strategy_v3 OAT False False 0.04 0.13 0.10 0.0 0.44 -0.44 0.13 0.13 2.16 10.0 3 3 caleb_strategy_v3 LEANHOG False False 0.01 0.09 0.10 0.0 0.15 -0.15 0.09 0.09 8.61 13.0 8 8 caleb_strategy_v3 FEEDCOW False False 0.04 0.17 0.10 0.0 0.35 -0.35 0.17 0.17 2.29 8.0 4 4 caleb_strategy_v3 BTP False False 0.04 0.04 0.12 0.0 0.43 -0.43 0.04 0.04 2.79 10.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.39 0.0 0.86 -0.86 0.00 0.00 16.08 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.9 Shocked risk 37.9 Sum abs risk 46.3 Leverage 5.80 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2978182.64, 'annual_cash_vol_target': 744545.66, 'daily_cash_vol_target': 46534.10375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6482 0.6298 10.0764 BITCOIN 2324.9352 96295.0000 2.4144 38.6302 BOBL 0.2319 119.2500 0.1945 3.1119 BTP 0.4901 122.7100 0.3994 6.3900 BUND 0.4508 136.7900 0.3296 5.2733 BUXL 1.1203 141.0800 0.7941 12.7053 CAC 59.0321 7268.0000 0.8122 12.9955 CAD 0.0027 0.7112 0.3763 6.0200 CANOLA 9.6118 600.8000 1.5998 25.5972 CHF 0.0056 1.1302 0.4922 7.8756 COCOA 183.2854 9044.0000 2.0266 32.4255 COFFEE 6.2798 296.0500 2.1212 33.9393 COPPER 0.0566 4.1970 1.3488 21.5807 CORN 3.6369 431.0000 0.8438 13.5012 COTTON2 0.8716 71.2000 1.2241 19.5862 CRUDE_W 1.0566 67.3900 1.5678 25.0851 DAX 151.2531 20063.0000 0.7539 12.0622 DOW 296.5617 44858.0000 0.6611 10.5778 DX 0.4234 105.9650 0.3995 6.3927 EUR 0.0056 1.0512 0.5307 8.4917 EURIBOR-ICE 0.0438 98.1800 0.0446 0.7133 EUROSTX 42.9031 4891.0000 0.8772 14.0349 FEEDCOW 1.6507 257.3250 0.6415 10.2640 GASOIL 10.4995 669.5000 1.5683 25.0922 GASOLINE 0.0367 1.9922 1.8417 29.4675 GAS_US_mini 0.1256 2.9200 4.3003 68.8045 GBP 0.0067 1.2667 0.5291 8.4656 GOLD_micro 25.4737 2662.6000 0.9567 15.3076 HEATOIL 0.0382 2.2120 1.7253 27.6054 JGB-SGX-mini 0.2123 142.9000 0.1486 2.3775 JPY 0.0000 0.0067 0.7280 11.6485 LEANHOG 1.0578 87.8500 1.2042 19.2664 LIVECOW 0.9726 189.0750 0.5144 8.2307 LUMBER-new 7.6602 623.5000 1.2286 19.6573 MILK 0.2563 18.8300 1.3609 21.7746 MXP 0.0004 0.0490 0.8295 13.2715 NASDAQ_micro 164.6799 21255.0000 0.7748 12.3965 NIKKEI 403.2682 39275.0000 1.0268 16.4285 NZD 0.0039 0.5874 0.6558 10.4934 OAT 0.4352 125.9900 0.3455 5.5273 OATIES 7.1373 379.5000 1.8807 30.0914 OJ 6.8423 486.7500 1.4057 22.4915 PALLAD 26.2282 983.5000 2.6668 42.6692 PLAT 14.6830 959.0000 1.5311 24.4972 REDWHEAT 8.3420 542.2500 1.5384 24.6145 RICE 0.1436 15.4250 0.9311 14.8977 ROBUSTA 134.4178 4610.0000 2.9158 46.6526 RUSSELL 26.5654 2424.4000 1.0958 17.5320 SHATZ 0.0833 107.3550 0.0776 1.2417 SILVER-mini 0.4938 31.5000 1.5675 25.0807 SMI 87.4157 11834.0000 0.7387 11.8189 SOFR 0.0583 96.3550 0.0605 0.9677 SOYBEAN 8.8145 1006.7500 0.8755 14.0086 SOYMEAL 3.6531 295.8000 1.2350 19.7600 SOYOIL 0.8576 42.4500 2.0204 32.3259 SP400 29.0173 3357.4000 0.8643 13.8285 SP500_micro 35.1307 6063.7500 0.5794 9.2697 SUGAR11 0.2790 19.9900 1.3957 22.3314 US10 0.3851 110.9375 0.3471 5.5542 US10U 0.5578 114.4844 0.4872 7.7959 US2 0.0908 103.0508 0.0881 1.4094 US20 0.8086 119.1562 0.6786 10.8573 US30 1.2995 126.8438 1.0245 16.3920 US5 0.2360 107.4688 0.2196 3.5140 VIX 0.4998 16.5000 3.0292 48.4674 WHEAT 7.3419 591.2500 1.2418 19.8682 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.20 0.63 408.22 1.00 408.22 46534.1 113.99 -5.39 -61.49 BITCOIN 96.30 2.41 232.49 1.00 232.49 46534.1 200.15 7.18 143.70 BOBL 1192.50 0.19 231.93 1.05 244.20 46534.1 190.56 5.81 110.72 BTP 1227.10 0.40 490.08 1.05 516.00 46534.1 90.18 9.07 81.77 BUND 1367.90 0.33 450.83 1.05 474.68 46534.1 98.03 0.90 8.79 BUXL 1410.80 0.79 1120.29 1.05 1179.55 46534.1 39.45 4.44 17.50 CAC 726.80 0.81 590.32 1.05 621.55 46534.1 74.87 -10.71 -80.20 CAD 711.20 0.38 267.59 1.00 267.59 46534.1 173.90 -14.31 -248.80 CANOLA 120.16 1.60 192.24 0.71 137.10 46534.1 339.42 -12.83 -435.43 CHF 1412.69 0.49 695.36 1.00 695.36 46534.1 66.92 -13.39 -89.62 COCOA 904.40 2.03 1832.85 1.00 1832.85 46534.1 25.39 15.46 39.26 COFFEE 1110.19 2.12 2354.94 1.00 2354.94 46534.1 19.76 6.19 12.22 COPPER 1049.25 1.35 1415.22 1.00 1415.22 46534.1 32.88 -4.44 -14.60 CORN 215.50 0.84 181.84 1.00 181.84 46534.1 255.90 -18.94 -484.58 COTTON2 356.00 1.22 435.79 1.00 435.79 46534.1 106.78 -18.29 -195.35 CRUDE_W 673.90 1.57 1056.55 1.00 1056.55 46534.1 44.04 -1.02 -4.47 DAX 200.63 0.75 151.25 1.05 159.25 46534.1 292.20 11.04 322.61 DOW 224.29 0.66 148.28 1.00 148.28 46534.1 313.82 5.49 172.15 DX 1059.65 0.40 423.38 1.00 423.38 46534.1 109.91 6.97 76.56 EUR 1313.94 0.53 697.35 1.00 697.35 46534.1 66.73 -8.86 -59.12 EURIBOR-ICE 2454.50 0.04 109.42 1.05 115.21 46534.1 403.90 11.67 471.41 EUROSTX 489.10 0.88 429.03 1.05 451.73 46534.1 103.01 -4.96 -51.08 FEEDCOW 1286.62 0.64 825.37 1.00 825.37 46534.1 56.38 12.27 69.16 GASOIL 669.50 1.57 1049.95 1.00 1049.95 46534.1 44.32 -3.64 -16.12 GASOLINE 836.72 1.84 1541.01 1.00 1541.01 46534.1 30.20 -1.74 -5.24 GAS_US_mini 73.00 4.30 313.92 1.00 313.92 46534.1 148.24 -4.45 -65.98 GBP 791.69 0.53 418.88 1.00 418.88 46534.1 111.09 -5.26 -58.48 GOLD_micro 266.26 0.96 254.74 1.00 254.74 46534.1 182.67 -2.18 -39.84 HEATOIL 929.04 1.73 1602.91 1.00 1602.91 46534.1 29.03 -9.81 -28.49 JGB-SGX-mini 142900.00 0.15 21233.91 0.01 141.62 46534.1 328.59 -8.23 -270.56 JPY 837.25 0.73 609.54 1.00 609.54 46534.1 76.34 -2.62 -20.04 LEANHOG 351.40 1.20 423.14 1.00 423.14 46534.1 109.97 12.88 141.62 LIVECOW 756.30 0.51 389.06 1.00 389.06 46534.1 119.61 7.84 93.78 LUMBER-new 171.46 1.23 210.66 1.00 210.66 46534.1 220.90 4.27 94.30 MILK 376.60 1.36 512.52 1.00 512.52 46534.1 90.79 -5.76 -52.28 MXP 245.20 0.83 203.39 1.00 203.39 46534.1 228.80 -1.15 -26.34 NASDAQ_micro 425.10 0.77 329.36 1.00 329.36 46534.1 141.29 0.80 11.36 NIKKEI 39275.00 1.03 40326.82 0.01 268.21 46534.1 173.50 4.36 75.72 NZD 587.45 0.66 385.27 1.00 385.27 46534.1 120.78 -5.41 -65.32 OAT 1259.90 0.35 435.24 1.05 458.26 46534.1 101.54 6.25 63.44 OATIES 189.75 1.88 356.87 1.00 356.87 46534.1 130.40 -3.64 -47.52 OJ 730.12 1.41 1026.35 1.00 1026.35 46534.1 45.34 17.74 80.44 PALLAD 983.50 2.67 2622.82 1.00 2622.82 46534.1 17.74 -2.41 -4.27 PLAT 479.50 1.53 734.15 1.00 734.15 46534.1 63.39 -3.82 -24.23 REDWHEAT 271.12 1.54 417.10 1.00 417.10 46534.1 111.57 -20.00 -223.13 RICE 308.50 0.93 287.25 1.00 287.25 46534.1 162.00 -4.35 -70.54 ROBUSTA 461.00 2.92 1344.18 1.00 1344.18 46534.1 34.62 5.48 18.98 RUSSELL 121.22 1.10 132.83 1.00 132.83 46534.1 350.34 5.68 199.02 SHATZ 1073.55 0.08 83.31 1.05 87.72 46534.1 530.49 -0.01 -0.63 SILVER-mini 787.50 1.57 1234.44 1.00 1234.44 46534.1 37.70 -0.91 -3.42 SMI 1183.40 0.74 874.16 1.13 988.76 46534.1 47.06 -3.20 -15.05 SOFR 2408.88 0.06 145.69 1.00 145.69 46534.1 319.41 -4.93 -157.34 SOYBEAN 503.38 0.88 440.73 1.00 440.73 46534.1 105.59 -18.37 -193.94 SOYMEAL 295.80 1.23 365.31 1.00 365.31 46534.1 127.38 -20.00 -254.76 SOYOIL 254.70 2.02 514.59 1.00 514.59 46534.1 90.43 -5.88 -53.16 SP400 3357.40 0.86 2901.73 1.00 2901.73 46534.1 16.04 5.22 8.37 SP500_micro 303.19 0.58 175.65 1.00 175.65 46534.1 264.92 4.55 120.62 SUGAR11 223.89 1.40 312.48 1.00 312.48 46534.1 148.92 -1.40 -20.89 US10 1109.38 0.35 385.11 1.00 385.11 46534.1 120.83 -5.52 -66.76 US10U 1144.84 0.49 557.82 1.00 557.82 46534.1 83.42 -4.28 -35.67 US2 2061.02 0.09 181.56 1.00 181.56 46534.1 256.31 -9.38 -240.38 US20 1191.56 0.68 808.57 1.00 808.57 46534.1 57.55 -2.20 -12.68 US30 1268.44 1.02 1299.52 1.00 1299.52 46534.1 35.81 -2.10 -7.53 US5 1074.69 0.22 236.03 1.00 236.03 46534.1 197.16 -6.25 -123.25 VIX 165.00 3.03 499.82 1.00 499.82 46534.1 93.10 -17.62 -164.09 WHEAT 295.62 1.24 367.10 1.00 367.10 46534.1 126.76 -20.00 -253.53 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -61.489 0.010 2.5 -1.595 BITCOIN 143.701 0.043 2.5 15.561 BOBL 110.721 0.004 2.5 1.123 BTP 81.768 0.014 2.5 2.789 BUND 8.789 0.004 2.5 0.089 BUXL 17.504 0.004 2.5 0.178 CAC -80.199 0.014 2.5 -2.735 CAD -248.803 0.010 2.5 -6.455 CANOLA -435.434 0.010 2.5 -10.593 CHF -89.617 0.010 2.5 -2.325 COCOA 39.263 0.009 2.5 0.841 COFFEE 12.223 0.005 2.5 0.143 COPPER -14.601 0.043 2.5 -1.581 CORN -484.582 0.010 2.5 -11.789 COTTON2 -195.353 0.009 2.5 -4.184 CRUDE_W -4.471 0.043 2.5 -0.484 DAX 322.615 0.014 2.5 11.004 DOW 172.153 0.009 2.5 4.001 DX 76.563 0.010 2.5 1.986 EUR -59.118 0.010 2.5 -1.534 EURIBOR-ICE 471.411 0.014 2.5 16.079 EUROSTX -51.080 0.014 2.5 -1.742 FEEDCOW 69.161 0.013 2.5 2.292 GASOIL -16.118 0.017 2.5 -0.699 GASOLINE -5.239 0.017 2.5 -0.227 GAS_US_mini -65.981 0.043 2.5 -7.145 GBP -58.477 0.010 2.5 -1.517 GOLD_micro -39.835 0.014 2.5 -1.359 HEATOIL -28.491 0.017 2.5 -1.235 JGB-SGX-mini -270.563 0.043 2.5 -29.298 JPY -20.039 0.010 2.5 -0.520 LEANHOG 141.625 0.024 2.5 8.607 LIVECOW 93.775 0.013 2.5 3.107 LUMBER-new 94.296 0.009 2.5 2.019 MILK -52.275 0.009 2.5 -1.120 MXP -26.335 0.059 2.5 -3.865 NASDAQ_micro 11.365 0.009 2.5 0.264 NIKKEI 75.718 0.043 2.5 8.199 NZD -65.323 0.010 2.5 -1.695 OAT 63.442 0.014 2.5 2.164 OATIES -47.521 0.010 2.5 -1.156 OJ 80.442 0.009 2.5 1.723 PALLAD -4.272 0.014 2.5 -0.146 PLAT -24.231 0.014 2.5 -0.826 REDWHEAT -223.132 0.005 2.5 -2.960 RICE -70.537 0.010 2.5 -1.716 ROBUSTA 18.983 0.005 2.5 0.222 RUSSELL 199.024 0.013 2.5 6.595 SHATZ -0.626 0.004 2.5 -0.006 SILVER-mini -3.419 0.014 2.5 -0.117 SMI -15.047 0.014 2.5 -0.513 SOFR -157.342 0.024 2.5 -9.562 SOYBEAN -193.942 0.004 2.5 -1.804 SOYMEAL -254.763 0.004 2.5 -2.369 SOYOIL -53.164 0.004 2.5 -0.495 SP400 8.365 0.013 2.5 0.277 SP500_micro 120.615 0.009 2.5 2.803 SUGAR11 -20.894 0.009 2.5 -0.444 US10 -66.755 0.005 2.5 -0.846 US10U -35.673 0.005 2.5 -0.452 US2 -240.378 0.005 2.5 -3.046 US20 -12.685 0.005 2.5 -0.161 US30 -7.527 0.005 2.5 -0.095 US5 -123.249 0.005 2.5 -1.562 VIX -164.087 0.099 2.5 -40.503 WHEAT -253.526 0.005 2.5 -3.363 ===================== Position diags ===================== AUD 2.96 BITCOIN 21.67 BOBL 1.93 BTP 3.08 BUND 0.99 BUXL 0.40 CAC 2.55 CAD 4.51 CANOLA 8.26 CHF 1.74 COCOA 0.54 COFFEE 0.23 COPPER 3.56 CORN 6.23 COTTON2 2.29 CRUDE_W 4.77 DAX 9.97 DOW 7.29 DX 2.85 EUR 1.73 EURIBOR-ICE 13.78 EUROSTX 3.51 FEEDCOW 1.87 GASOIL 1.92 GASOLINE 1.31 GAS_US_mini 16.05 GBP 2.88 GOLD_micro 6.23 HEATOIL 1.26 JGB-SGX-mini 35.58 JPY 1.98 LEANHOG 6.68 LIVECOW 3.96 LUMBER-new 4.73 MILK 1.94 MXP 33.58 NASDAQ_micro 3.28 NIKKEI 18.79 NZD 3.13 OAT 3.46 OATIES 3.17 OJ 0.97 PALLAD 0.61 PLAT 2.16 REDWHEAT 1.48 RICE 3.94 ROBUSTA 0.40 RUSSELL 11.61 SHATZ 5.38 SILVER-mini 1.29 SMI 1.61 SOFR 19.41 SOYBEAN 0.98 SOYMEAL 1.18 SOYOIL 0.84 SP400 0.53 SP500_micro 6.16 SUGAR11 3.17 US10 1.53 US10U 1.06 US2 3.25 US20 0.73 US30 0.45 US5 2.50 VIX 22.98 WHEAT 1.68 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.6 -1.9 -1.3 -1.0 -1 BITCOIN 15.6 13.4 17.7 0.0 0 BOBL 1.1 0.9 1.3 0.0 0 BTP 2.8 2.5 3.1 1.0 1 BUND 0.1 -0.0 0.2 0.0 0 BUXL 0.2 0.1 0.2 0.0 0 CAC -2.7 -3.0 -2.5 0.0 0 CAD -6.5 -6.9 -6.0 -2.0 -2 CANOLA -10.6 -11.4 -9.8 -7.0 -7 CHF -2.3 -2.5 -2.2 -8.0 -8 COCOA 0.8 0.8 0.9 2.0 2 COFFEE 0.1 0.1 0.2 0.0 0 COPPER -1.6 -1.9 -1.2 -3.0 -3 CORN -11.8 -12.4 -11.2 -7.0 -7 COTTON2 -4.2 -4.4 -4.0 -5.0 -5 CRUDE_W -0.5 -1.0 -0.0 -2.0 -2 DAX 11.0 10.0 12.0 4.0 4 DOW 4.0 3.3 4.7 1.0 1 DX 2.0 1.7 2.3 0.0 0 EUR -1.5 -1.7 -1.4 -4.0 -4 EURIBOR-ICE 16.1 14.7 17.5 0.0 0 EUROSTX -1.7 -2.1 -1.4 -3.0 -3 FEEDCOW 2.3 2.1 2.5 4.0 4 GASOIL -0.7 -0.9 -0.5 -2.0 -2 GASOLINE -0.2 -0.4 -0.1 -1.0 -1 GAS_US_mini -7.1 -8.8 -5.5 -7.0 -7 GBP -1.5 -1.8 -1.2 0.0 0 GOLD_micro -1.4 -2.0 -0.7 -1.0 -1 HEATOIL -1.2 -1.4 -1.1 -1.0 -1 JGB-SGX-mini -29.3 -32.9 -25.7 0.0 0 JPY -0.5 -0.7 -0.3 -1.0 -1 LEANHOG 8.6 7.9 9.3 8.0 8 LIVECOW 3.1 2.7 3.5 1.0 1 LUMBER-new 2.0 1.5 2.5 0.0 0 MILK -1.1 -1.3 -0.9 0.0 0 MXP -3.9 -7.2 -0.5 -1.0 -1 NASDAQ_micro 0.3 -0.1 0.6 3.0 3 NIKKEI 8.2 6.3 10.1 2.0 2 NZD -1.7 -2.0 -1.4 0.0 0 OAT 2.2 1.8 2.5 3.0 3 OATIES -1.2 -1.5 -0.8 NaN 0 OJ 1.7 1.6 1.8 1.0 1 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT -0.8 -1.0 -0.6 0.0 0 REDWHEAT -3.0 -3.1 -2.8 -4.0 -4 RICE -1.7 -2.1 -1.3 NaN 0 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 6.6 5.4 7.8 0.0 0 SHATZ -0.0 -0.5 0.5 NaN 0 SILVER-mini -0.1 -0.2 0.0 0.0 0 SMI -0.5 -0.7 -0.4 0.0 0 SOFR -9.6 -11.5 -7.6 NaN 0 SOYBEAN -1.8 -1.9 -1.7 -3.0 -3 SOYMEAL -2.4 -2.5 -2.3 -2.0 -2 SOYOIL -0.5 -0.6 -0.4 0.0 0 SP400 0.3 0.2 0.3 2.0 2 SP500_micro 2.8 2.2 3.4 1.0 1 SUGAR11 -0.4 -0.8 -0.1 0.0 0 US10 -0.8 -1.0 -0.7 0.0 0 US10U -0.5 -0.6 -0.3 -1.0 -1 US2 -3.0 -3.4 -2.7 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.1 -0.1 -0.0 -1.0 -1 US5 -1.6 -1.8 -1.3 -3.0 -3 VIX -40.5 -42.8 -38.2 -30.0 -30 WHEAT -3.4 -3.5 -3.2 -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 -0.3 -0.6 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 0.1 -0.0 0.1 -0.1 -0.2 -0.0 -0.1 BITCOIN 0.6 0.6 0.3 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.4 0.2 0.6 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.5 0.6 0.6 0.6 0.0 -0.1 -0.1 0.0 BOBL 0.6 -0.2 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 -0.0 -0.1 0.1 0.0 0.0 0.0 0.2 0.0 0.1 0.5 0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.2 0.6 0.3 0.2 -0.3 -0.5 0.2 0.0 BTP 0.5 -0.2 0.2 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.4 0.2 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 0.6 0.3 0.6 0.6 0.6 -0.2 -0.4 0.4 0.3 BUND 0.6 -0.2 0.1 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.0 -0.3 -0.2 -0.3 -0.3 0.0 0.0 0.2 0.0 0.2 0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.8 0.4 0.6 0.4 0.2 -0.7 -0.7 0.1 -0.0 BUXL 0.6 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.1 0.2 0.0 0.1 0.1 0.0 -0.0 0.0 -0.0 0.1 0.0 0.2 -0.0 0.2 -0.4 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.4 0.6 0.6 0.3 -0.7 -0.7 -0.3 -0.3 CAC -0.3 -0.4 -0.3 0.0 0.1 0.1 0.1 0.3 0.1 0.1 -0.4 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.2 -0.8 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.2 -0.5 -0.6 -0.6 -0.6 0.1 0.2 -0.2 -0.1 CAD -0.2 -0.6 -0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.4 -0.2 0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.3 -0.4 -0.0 -0.4 -0.3 -0.2 -0.2 -0.3 -0.2 CANOLA -0.6 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -1.5 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.4 -0.4 -0.0 0.1 -0.3 -0.4 -0.1 -0.2 CHF -0.3 -0.6 -0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.2 -0.4 -0.3 -0.2 -0.3 -0.3 -0.6 -0.5 COCOA 0.6 0.6 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.2 0.1 0.3 0.1 0.1 0.1 0.4 0.4 0.4 0.2 0.2 0.2 0.4 0.2 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.6 0.6 0.6 0.7 0.7 0.7 0.7 COFFEE 0.6 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.4 0.1 0.6 0.1 0.2 0.1 0.1 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 0.3 0.5 0.6 0.6 0.6 -0.3 -0.2 -0.1 0.0 COPPER -0.5 -0.5 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -1.6 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 -0.1 -0.4 -0.0 0.4 0.4 0.3 0.7 CORN -0.3 -0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -1.5 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 0.4 -0.1 0.6 0.1 COTTON2 -0.2 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.1 0.0 -0.5 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.9 0.5 -0.2 -0.5 -0.0 -0.6 -0.6 -0.5 -0.4 CRUDE_W -0.0 -0.0 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.0 -0.2 -0.1 -0.1 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.4 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.4 DAX 0.0 -0.2 0.1 0.0 0.1 0.1 0.1 0.3 0.1 0.1 0.4 0.2 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.1 1.0 0.0 0.2 0.1 0.1 0.2 0.1 -0.3 0.5 -0.2 -0.0 0.2 0.7 0.4 0.4 0.1 DOW 0.5 0.0 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 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.4 0.2 -1.6 0.1 0.0 0.1 0.0 0.2 0.1 -0.4 0.1 0.6 0.6 0.6 -0.0 0.1 -0.5 -0.3 DX 0.4 0.6 0.4 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.3 0.1 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.2 0.2 -2.7 0.0 -0.0 0.1 0.0 0.0 0.0 0.7 -0.0 0.6 0.6 0.6 -0.1 0.1 -0.1 0.2 EUR -0.5 -0.6 -0.4 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 1.9 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.5 -0.2 -0.5 -0.4 -0.3 0.0 -0.4 -0.0 -0.5 EURIBOR-ICE 0.5 -0.1 0.3 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 1.4 0.0 0.1 0.1 0.1 0.1 0.0 0.3 0.1 0.5 0.5 0.5 -0.1 -0.5 0.4 0.2 EUROSTX -0.1 -0.4 -0.3 0.0 0.1 0.1 0.1 0.2 0.1 0.1 -0.1 0.0 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.1 -0.0 -0.3 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.3 -0.2 -0.6 -0.6 -0.5 0.1 0.1 -0.5 -0.3 FEEDCOW 0.6 0.6 0.4 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 0.1 0.2 -0.4 0.2 0.2 0.2 -0.1 0.3 0.2 0.2 0.1 0.2 -0.2 0.2 -1.8 0.1 0.0 0.0 0.1 -0.0 0.1 0.2 0.5 0.6 0.6 0.6 0.6 0.6 0.7 0.7 GASOIL 0.1 0.1 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.0 -0.1 0.1 0.1 0.0 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.0 0.0 0.0 -0.2 0.0 -0.2 0.1 -0.4 GASOLINE -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.4 0.1 0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 1.1 0.1 0.0 -0.0 0.2 0.1 0.3 0.3 0.6 GAS_US_mini 0.4 0.2 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.5 -0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.3 0.0 2.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.0 0.4 -0.3 0.0 -0.4 -0.6 -0.3 -0.5 GBP -0.5 -0.6 -0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.2 -0.1 -0.0 0.1 -0.2 -0.2 -0.1 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.3 -0.1 0.1 0.2 -0.5 0.6 -0.4 GOLD_micro -0.6 -0.6 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.0 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.1 -0.0 0.3 -0.0 -1.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.7 0.2 -0.2 0.1 0.3 0.7 0.1 0.7 0.3 HEATOIL -0.0 0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.0 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -2.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.4 -0.0 -0.1 -0.0 0.0 -0.0 0.1 0.1 0.1 JGB-SGX-mini -0.6 -0.6 -0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.0 -0.0 0.0 -0.1 -1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.5 -0.6 -0.2 0.0 -0.7 -0.5 -0.7 -0.4 JPY 0.3 -0.6 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 0.0 2.7 -0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.4 0.4 0.1 -0.1 -0.4 -0.7 -0.3 -0.7 LEANHOG -0.3 0.5 0.6 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.2 0.3 0.2 0.2 0.2 0.2 -0.4 0.2 -0.2 0.2 0.2 0.2 0.2 0.1 0.2 -0.1 0.1 0.1 0.2 0.1 0.1 0.1 1.0 0.5 0.6 0.6 0.6 0.2 -0.2 0.3 0.0 LIVECOW 0.0 -0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.2 0.5 0.2 0.7 0.1 0.2 -0.2 0.1 -0.1 0.0 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.5 0.6 0.4 0.4 -0.2 0.7 0.0 0.7 LUMBER-new 0.1 0.7 0.7 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 0.2 0.0 -0.2 0.1 0.2 -0.5 -0.4 -0.5 -0.4 0.2 0.1 0.1 -0.0 0.2 NaN 0.1 0.0 0.1 0.0 0.0 0.1 -1.2 -0.4 0.6 0.7 0.7 0.5 0.1 0.8 0.4 MILK -0.3 -0.6 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 -0.0 -0.1 0.1 -0.2 1.8 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.3 -0.5 -0.6 -0.1 -0.3 -0.7 -0.1 -0.7 MXP 0.0 -0.1 -0.4 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.3 -0.0 -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 -0.0 0.0 -0.2 -0.0 -0.2 -0.0 1.1 -0.2 0.3 0.2 -0.3 0.6 0.7 0.7 0.7 NASDAQ_micro 0.1 0.2 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 -0.3 -0.2 -0.0 0.2 0.3 0.3 0.1 -0.2 -0.2 NIKKEI -0.2 -0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.1 -0.0 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.2 -0.0 -1.2 -0.0 0.1 -0.0 0.0 0.1 -0.0 1.1 -0.2 -0.5 -0.2 -0.4 0.7 0.4 0.7 0.5 NZD -0.2 -0.6 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 OAT 0.4 -0.2 0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.0 0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 0.5 0.0 0.1 0.0 0.1 0.0 0.0 0.6 -0.1 0.3 0.3 0.2 -0.1 -0.5 0.5 0.2 OATIES -0.4 -0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.0 -0.0 -0.2 -0.1 0.1 -0.3 -0.0 -0.1 -0.0 0.0 0.0 0.0 -0.0 -0.0 -2.7 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.5 -0.2 0.4 0.7 0.2 0.7 0.5 OJ 0.5 0.2 0.3 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.4 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.5 0.3 0.7 0.7 PALLAD -0.5 -0.2 0.5 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 1.8 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.3 -0.1 -0.1 0.1 0.1 -0.5 -0.7 -0.7 -0.7 PLAT -0.4 -0.2 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 0.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.3 -0.1 -0.2 -0.3 0.3 -0.3 0.0 -0.1 REDWHEAT -0.4 -0.4 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.5 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.9 -0.5 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.5 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.2 0.1 0.2 0.3 0.1 -0.0 -0.2 0.3 -0.1 0.1 -0.0 -0.0 0.1 0.1 0.1 -1.9 -0.0 0.0 -0.1 0.1 -0.0 0.0 1.1 0.1 0.6 -0.3 -0.4 -0.4 -0.7 -0.4 -0.7 ROBUSTA 0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 0.0 0.3 0.0 0.0 0.1 0.4 0.3 0.4 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 1.1 0.4 0.6 0.3 0.6 0.1 0.0 0.3 0.3 RUSSELL 0.3 0.3 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.3 0.2 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.0 0.0 0.6 0.6 0.5 -0.2 -0.4 -0.7 -0.7 SHATZ 0.4 -0.2 0.5 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 0.1 0.0 0.1 0.8 0.0 0.0 0.1 0.1 0.0 0.0 -1.1 0.0 0.4 0.3 0.3 -0.3 -0.5 0.1 -0.2 SILVER-mini -0.5 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.1 -0.3 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.0 0.0 0.1 0.3 -0.1 -0.0 0.2 SMI -0.3 -0.6 -0.5 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.0 0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.1 1.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.6 -0.1 -0.6 -0.6 -0.5 -0.2 0.1 -0.6 -0.3 SOFR 0.2 -0.6 -0.4 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 -0.1 -0.1 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.1 -0.0 -0.0 -0.8 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.2 -0.4 -0.4 -0.6 -0.5 0.0 -0.3 0.6 0.5 SOYBEAN -0.2 -0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.5 -0.2 -0.6 -0.2 -0.2 -0.0 0.0 -0.0 -0.0 -0.2 -0.2 -0.1 -0.5 -0.2 -2.7 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.2 -0.3 -0.4 -0.6 -0.6 0.1 -0.2 0.3 -0.1 SOYMEAL -0.0 -0.5 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.5 -0.1 -0.6 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.3 0.1 -0.3 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 0.2 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -1.9 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.4 -0.3 -0.0 0.1 0.1 -0.2 0.4 -0.0 SP400 0.4 0.2 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 -1.4 0.1 0.0 0.1 0.0 0.2 0.1 -0.0 0.2 0.6 0.6 0.6 -0.1 -0.2 -0.6 -0.7 SP500_micro 0.3 0.1 0.4 0.0 0.1 0.1 0.1 0.3 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.4 0.1 -0.5 -0.1 0.4 0.5 0.6 0.2 0.1 -0.4 -0.3 SUGAR11 -0.3 -0.2 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.2 -0.1 -0.2 -0.1 0.1 0.4 0.4 0.4 0.4 0.0 0.1 -0.1 0.1 -0.1 -2.7 0.0 0.0 0.1 0.0 0.0 0.0 1.1 -0.0 0.0 -0.2 0.6 -0.7 0.1 -0.7 0.2 US10 0.2 -0.6 -0.4 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.4 -0.3 -0.2 -0.4 -0.3 -0.1 -0.6 0.3 0.3 US10U 0.3 -0.6 -0.3 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.2 -0.3 -0.3 -0.4 -0.4 -0.1 -0.4 0.7 0.5 US2 -0.0 -0.6 -0.3 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.2 -0.1 0.0 -0.1 -0.1 2.2 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -1.1 -0.5 -0.6 -0.6 -0.3 -0.2 -0.6 0.1 -0.2 US20 0.3 -0.6 -0.3 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.4 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 -0.2 -0.2 -0.3 0.0 -0.3 0.7 0.6 US30 0.2 -0.5 -0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.3 0.7 0.6 US5 0.2 -0.6 -0.4 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 0.9 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.7 -0.3 -0.3 -0.5 -0.4 -0.1 -0.5 0.4 0.2 VIX -0.6 -0.6 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.6 -0.3 -0.8 -0.3 -0.3 -0.6 -0.6 -0.5 -0.6 -0.2 -0.1 -0.2 -0.4 -0.2 NaN -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.5 -0.4 0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.2 -0.5 -0.2 -0.6 -0.2 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 0.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.1 -0.5 -0.6 -0.6 -0.4 -0.7 -0.7 -0.6 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -8.3 -19.2 -5.9 -4.1 0.5 -2.5 -0.5 -0.8 -3.2 -10.3 -8.1 -11.5 -2.3 -13.7 -13.5 -0.4 -1.6 -0.4 -0.9 -12.5 -7.3 -6.1 -2.8 -11.2 3.3 -4.6 -1.8 -2.6 -2.3 -0.8 -4.1 -0.0 -7.9 4.3 -1.5 2.3 -1.9 -5.6 -1.4 -3.6 BITCOIN 20.0 20.0 9.5 -1.6 0.1 0.2 -3.1 -0.2 -4.2 -1.0 15.5 16.7 15.8 20.0 20.0 -8.9 -7.1 -7.6 -7.1 20.0 20.0 20.0 18.6 20.0 -20.0 7.5 0.5 5.1 3.7 4.0 7.3 -3.1 20.0 20.0 20.0 20.0 1.0 -2.5 -3.0 0.8 BOBL 18.4 -6.9 5.0 -1.0 4.5 -0.5 4.6 0.3 1.5 9.4 3.9 11.1 -1.5 5.8 0.2 -1.6 -3.8 6.1 1.5 4.0 2.3 19.9 0.7 11.8 3.9 1.8 7.3 1.2 7.8 1.0 4.7 0.8 9.4 17.1 10.5 7.2 -8.9 -14.1 6.2 0.6 BTP 16.5 -5.4 4.7 -1.5 7.3 -0.8 7.5 0.5 2.4 17.9 13.4 19.2 17.3 12.2 9.4 6.9 5.4 6.7 5.7 12.6 11.8 20.0 13.4 20.0 -20.0 5.2 13.5 4.8 13.1 5.3 8.6 12.1 11.4 20.0 20.0 20.0 -7.4 -12.5 11.5 10.3 BUND 20.0 -7.0 1.6 -1.2 5.5 -0.6 5.6 0.3 1.8 12.1 3.7 13.7 1.0 6.8 -0.8 -14.6 -8.2 -16.7 -13.1 4.4 1.7 20.0 0.8 15.4 0.9 2.0 9.6 1.1 10.0 1.1 6.0 -15.0 15.8 20.0 13.5 6.6 -20.0 -19.7 1.7 -1.1 BUXL 20.0 1.6 2.5 -1.3 6.3 -0.7 6.5 0.4 2.1 14.9 5.1 16.9 1.2 11.8 5.3 0.4 -1.2 0.1 -0.6 9.8 3.3 20.0 -0.4 20.0 -2.9 3.6 10.9 1.6 11.6 1.0 8.0 1.2 18.0 20.0 20.0 9.2 -20.0 -20.0 -8.9 -8.3 CAC -10.2 -12.5 -9.5 4.4 8.7 5.4 7.2 7.6 5.2 13.7 -15.1 -9.0 -5.0 -15.2 -14.8 -5.2 -3.6 -5.4 -4.8 -16.7 -14.2 -5.0 -7.4 -14.4 -6.3 -6.2 2.3 -4.9 -1.8 -1.9 -5.4 4.1 -20.0 -20.0 -20.0 -20.0 4.2 6.7 -4.7 -2.8 CAD -4.7 -17.7 -8.7 -5.7 0.7 -3.5 -0.7 -1.1 -4.4 -18.1 -18.1 -15.6 -18.6 -19.6 -20.0 -6.2 -4.5 -5.8 -5.2 -20.0 -18.8 -13.0 -13.3 -19.2 0.8 -7.5 -4.2 -5.8 -4.3 -3.8 -6.3 -6.1 -18.0 -0.5 -12.1 -8.0 -5.4 -7.4 -8.8 -7.1 CANOLA -20.0 1.8 6.5 -0.6 -0.9 -1.5 -0.4 -2.5 -0.4 -2.2 -1.7 -5.7 -5.4 -5.3 -1.3 -14.5 -12.5 -14.9 -14.3 -4.6 -2.5 -9.0 -4.0 -9.2 -11.4 -0.6 -0.2 0.0 -2.4 -1.0 -2.3 -20.0 -17.6 -12.2 -0.1 4.5 -8.9 -11.7 -2.0 -6.1 CHF -10.3 -20.0 -7.7 -3.2 0.4 -2.0 -0.4 -0.6 -2.5 1.7 -4.5 -5.6 -4.8 -9.2 -9.8 -14.8 -16.0 -15.2 -15.4 -13.2 -7.3 -5.3 -2.7 -11.8 3.7 -3.8 -1.0 -1.9 -1.6 -0.4 -3.4 -20.0 -6.8 -11.5 -7.9 -6.2 -10.1 -10.0 -16.7 -13.6 COCOA 20.0 20.0 7.1 -0.8 -1.2 -2.1 -0.6 -3.4 -0.5 4.0 6.0 9.2 7.0 10.0 10.0 3.2 20.0 20.0 20.0 20.0 16.4 19.8 16.1 20.0 -20.0 3.6 -0.3 3.0 2.3 4.0 3.9 20.0 8.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 COFFEE 20.0 3.5 -2.1 -1.5 -2.3 -3.9 -1.1 -6.3 -1.0 -9.2 16.6 10.5 17.5 13.7 14.6 2.8 4.7 2.6 3.4 20.0 19.2 18.4 17.2 20.0 -20.0 6.1 0.7 4.4 6.2 4.2 8.2 6.0 20.0 20.0 20.0 20.0 -9.8 -7.2 -1.9 1.4 COPPER -16.3 -14.1 -4.6 -0.7 0.0 0.1 -1.4 -0.1 -1.9 4.0 -6.2 -7.9 -1.5 -8.9 -6.2 -5.6 -3.6 -4.6 -3.9 -6.8 -3.3 -2.9 0.5 -7.4 -12.1 -1.8 1.4 -0.1 -0.9 1.3 -2.5 2.8 3.9 -3.1 -11.0 -1.1 11.3 12.3 7.6 20.0 CORN -8.8 -1.1 -4.8 -1.9 -2.9 -4.9 -1.4 -7.9 -1.3 -14.3 -20.0 -19.8 -20.0 -20.0 -10.3 -7.3 -13.5 -10.3 -12.9 -15.9 -20.0 -17.0 -20.0 -17.7 -11.1 -8.2 -8.4 -9.4 -12.3 -12.5 -10.6 -20.0 -20.0 -20.0 -20.0 -14.5 11.9 -1.7 18.0 2.7 COTTON2 -5.2 -3.8 5.6 -1.6 -2.4 -4.1 -1.2 -6.7 -1.1 6.0 -16.8 2.2 -18.3 -6.3 -7.1 -14.2 -7.7 -14.0 -11.5 -7.8 -11.6 1.4 -17.6 -4.5 -20.0 -4.6 -0.5 -4.5 -0.4 -4.1 -3.6 -17.4 19.7 -5.8 -14.6 -0.1 -18.0 -16.9 -14.6 -12.4 CRUDE_W -1.3 -0.3 -9.3 -1.9 -1.4 -3.5 -3.3 -3.1 -2.0 -3.2 -9.9 -4.0 -5.9 -9.7 -6.3 3.7 9.8 5.4 7.7 -5.9 -8.2 -1.4 -5.4 -3.4 -1.4 -3.0 2.4 -4.5 -0.9 -3.4 -2.1 7.8 7.5 0.6 -3.4 3.0 -1.8 6.9 -1.0 11.8 DAX 1.0 -5.4 2.6 4.2 8.3 5.1 6.9 7.3 4.9 16.4 13.2 14.6 15.9 6.0 13.4 -8.1 -9.7 -8.4 -8.8 8.7 9.7 20.0 12.4 13.0 7.5 3.8 18.1 4.4 12.2 6.7 6.0 -4.8 20.0 -6.2 -0.0 6.1 20.0 12.3 12.5 3.4 DOW 14.3 1.3 9.7 3.3 6.6 4.1 5.5 5.8 3.9 10.1 13.3 12.5 14.1 12.7 13.5 -10.1 -10.6 -10.0 -10.1 19.0 17.3 17.0 16.0 20.0 -12.3 5.1 1.3 5.1 3.8 5.2 5.0 -6.7 4.9 20.0 17.8 20.0 -0.6 2.1 -13.8 -8.6 DX 13.6 20.0 12.1 -3.6 0.4 -2.2 -0.4 -0.7 -2.8 -7.1 9.3 8.7 8.1 12.0 13.2 5.7 6.5 6.0 6.2 19.3 12.3 4.1 5.6 15.4 -20.0 4.4 -0.3 2.8 0.8 1.2 3.5 13.1 -1.9 20.0 20.0 19.8 -3.1 4.4 -2.8 6.5 EUR -14.6 -20.0 -12.2 -3.1 0.4 -1.9 -0.4 -0.6 -2.4 1.0 -8.1 -7.5 -5.9 -9.4 -10.7 -6.0 -7.0 -6.5 -6.6 -14.9 -9.5 -7.1 -4.4 -13.6 13.9 -4.0 -1.0 -2.4 -1.8 -0.9 -3.6 -9.5 -9.8 -16.9 -10.8 -8.9 0.5 -11.7 -0.9 -14.2 EURIBOR-ICE 15.6 -3.4 9.3 -0.8 3.6 -0.4 3.7 0.2 1.2 8.2 7.5 9.3 6.8 7.2 5.8 5.8 0.3 5.0 3.0 7.7 7.7 16.3 7.0 11.2 10.9 2.8 6.6 2.8 6.1 2.7 4.1 5.5 5.5 16.0 14.4 14.1 -4.2 -14.4 11.6 6.8 EUROSTX -4.6 -10.9 -8.2 4.0 7.9 4.9 6.5 6.9 4.7 14.9 -2.6 4.4 9.2 -10.1 -5.8 -3.8 -3.4 -3.9 -4.0 -7.1 -4.1 7.2 3.0 -3.8 -2.6 -3.8 10.0 -1.9 3.8 2.6 -1.9 4.8 -6.5 -20.0 -20.0 -14.1 4.4 3.8 -13.8 -9.6 FEEDCOW 20.0 20.0 11.1 -1.8 -2.9 -4.9 -1.4 -7.9 -1.3 14.0 4.5 20.0 -10.3 20.0 18.8 10.1 -3.7 13.1 8.4 20.0 9.3 20.0 -6.1 20.0 -13.3 6.7 5.3 1.7 10.1 -1.1 10.5 3.0 20.0 20.0 20.0 18.8 17.1 18.8 20.0 20.0 GASOIL 2.0 3.5 -9.9 -1.8 -1.3 -3.2 -3.1 -2.9 -1.9 -9.6 -12.1 -6.0 -8.3 -2.2 -5.3 2.9 6.4 2.2 2.7 -3.9 -9.3 -4.5 -8.1 -1.9 4.3 -2.2 -1.6 -5.1 -2.4 -4.8 -1.1 0.1 0.7 0.9 0.5 -7.0 0.7 -7.2 2.7 -11.5 GASOLINE -2.3 -0.3 -7.0 -1.7 -1.2 -3.0 -2.9 -2.7 -1.8 -3.5 -8.5 -8.6 -3.2 -10.2 -3.0 -5.5 19.9 4.3 14.3 -3.7 -4.8 -3.3 -2.5 -3.6 -20.0 -0.6 2.0 -1.1 -0.9 -0.2 -1.1 20.0 3.5 0.2 -0.5 6.0 3.2 9.2 7.6 16.5 GAS_US_mini 12.9 6.6 18.0 -1.4 -1.0 -2.5 -2.4 -2.2 -1.4 -11.7 -10.7 -1.0 -13.4 -0.8 -3.1 -20.0 -20.0 -20.0 -20.0 -1.4 -4.7 -3.8 -9.6 0.5 20.0 -1.5 -9.4 -2.9 -4.8 -4.5 -1.0 -20.0 -1.9 11.6 -8.6 1.5 -11.6 -17.2 -9.2 -14.5 GBP -14.8 -20.0 -8.6 -4.5 0.5 -2.8 -0.5 -0.8 -3.5 6.2 -2.6 -8.6 5.4 -12.3 -13.5 0.5 -0.2 0.4 0.2 -15.2 -5.7 -4.3 2.6 -14.6 -1.2 -4.8 0.6 -1.4 -1.2 1.6 -4.6 2.1 -2.0 -8.9 -4.0 3.6 5.1 -13.8 17.1 -13.2 GOLD_micro -17.8 -20.0 -2.7 -0.7 0.0 0.1 -1.3 -0.1 -1.8 -6.3 5.7 -1.7 8.7 -3.7 2.1 -9.5 -13.0 -11.4 -12.1 1.0 6.9 -1.9 10.2 -2.7 -8.8 0.6 -0.4 2.9 -0.8 4.2 -1.0 -12.4 6.9 -6.5 2.8 9.9 20.0 2.9 20.0 8.1 HEATOIL -1.0 2.9 -7.2 -1.7 -1.2 -3.1 -2.9 -2.7 -1.8 -7.1 -12.0 -8.6 -10.7 -9.6 -6.7 2.1 2.7 -1.3 -1.6 -4.7 -8.6 -5.9 -8.5 -3.9 -19.8 -1.5 -3.0 -3.4 -4.0 -3.8 -2.0 -7.3 -1.2 -3.3 -1.2 0.8 -0.2 2.5 2.1 3.6 JGB-SGX-mini -18.0 -19.1 -0.8 -1.1 5.7 -0.5 4.4 0.2 1.0 1.5 0.1 -8.6 1.5 -9.4 -6.3 20.0 17.2 18.4 17.0 -8.8 -3.2 -5.5 0.1 -10.3 -11.8 -3.0 -0.4 -1.3 -1.8 -0.6 -3.4 20.0 -20.0 -20.0 -6.1 0.2 -20.0 -14.8 -20.0 -10.7 JPY 8.6 -17.7 -2.5 -2.2 0.3 -1.4 -0.3 -0.4 -1.7 8.1 -3.1 7.5 -4.7 -0.8 -5.7 -10.5 -13.5 -10.9 -11.8 -4.9 -4.8 9.6 -5.2 1.3 20.0 -1.4 3.8 -1.3 3.3 -1.6 0.6 -19.7 17.1 11.9 2.7 -1.7 -12.5 -20.0 -9.7 -20.0 LEANHOG -8.0 15.4 20.0 -1.9 -3.0 -5.1 -1.5 -8.3 -1.3 17.0 10.5 18.2 4.6 20.0 20.0 -20.0 8.6 -8.3 10.7 20.0 20.0 20.0 5.4 20.0 -0.5 8.7 9.8 6.3 11.5 2.3 9.6 18.4 20.0 20.0 20.0 20.0 5.5 -5.5 10.2 0.4 LIVECOW 0.1 -0.3 12.2 -2.0 -3.1 -5.3 -1.5 -8.6 -1.4 18.4 20.0 20.0 18.2 7.4 20.0 -10.8 4.1 -5.8 0.3 15.2 19.3 14.6 19.6 12.7 -20.0 5.7 9.5 6.6 9.4 8.0 6.6 4.1 20.0 19.4 11.9 13.3 -5.5 20.0 1.3 20.0 LUMBER-new 2.1 20.0 17.6 -1.5 -2.3 -4.0 -1.1 -6.2 -1.0 9.2 6.0 1.9 -4.5 12.0 15.8 -19.7 -18.8 -19.7 -19.1 19.6 11.6 7.2 -1.3 14.6 NaN 6.0 0.5 3.8 1.0 0.2 4.1 -20.0 -16.1 15.8 20.0 20.0 11.8 3.8 20.0 10.8 MILK -10.4 -20.0 -2.3 -1.0 -1.6 -2.7 -0.8 -4.3 -0.7 -4.8 4.2 -9.7 6.0 -12.3 -9.2 -6.6 -3.2 7.3 6.5 -13.0 -1.4 -10.4 4.5 -16.1 13.6 -3.6 0.1 -0.6 -2.2 0.8 -4.2 1.6 -11.3 -16.1 -20.0 -1.8 -8.5 -20.0 -3.3 -20.0 MXP 0.2 -2.7 -13.0 -3.3 0.4 -2.0 -0.4 -0.6 -2.6 7.4 -12.7 -4.1 -10.7 -8.5 -11.0 11.7 13.2 11.6 11.8 -9.7 -13.4 -0.3 -10.8 -5.2 -20.0 -4.6 1.7 -6.2 -0.3 -4.8 -2.6 20.0 -7.3 8.4 6.1 -10.1 18.8 20.0 20.0 20.0 NASDAQ_micro 1.8 6.1 8.8 3.4 6.6 4.1 5.5 5.8 4.0 13.1 11.5 11.7 12.4 10.3 12.6 -10.1 -9.8 -9.5 -9.4 12.8 13.4 12.4 16.2 11.7 -20.0 4.5 3.2 5.6 3.2 7.7 3.5 -5.3 -8.7 -1.4 6.2 9.3 9.2 4.1 -4.6 -7.1 NIKKEI -7.2 -0.2 4.2 3.2 6.4 3.9 5.3 5.6 3.8 10.0 5.4 -3.3 6.5 -3.6 8.1 4.8 6.6 3.4 4.5 1.2 2.9 3.5 7.0 -0.3 -9.0 -0.8 8.1 -1.2 2.3 2.2 -0.2 20.0 -9.7 -16.4 -7.0 -13.9 20.0 11.7 20.0 14.4 NZD -6.5 -19.6 -7.2 -3.5 0.4 -2.2 -0.4 -0.7 -2.7 0.4 -8.7 -7.1 -3.9 -11.2 -11.9 -1.2 -0.3 -0.9 -0.6 -12.2 -8.0 -2.6 -3.7 -9.4 1.6 -4.1 -0.2 -2.6 -0.8 -1.0 -3.1 1.4 -4.5 2.8 -2.7 1.0 -3.5 -5.4 -3.3 -0.7 OAT 12.7 -6.8 0.9 -1.1 5.2 -0.5 5.4 0.3 1.7 11.6 0.8 12.7 -2.1 3.4 -3.3 5.6 5.3 6.6 5.6 0.2 -1.5 15.3 -2.1 7.5 4.0 0.8 8.3 0.0 8.4 0.2 4.4 12.0 -5.5 7.8 10.6 4.9 -2.8 -14.7 15.8 5.4 OATIES -13.5 -7.7 20.0 -0.9 -1.4 -2.3 -0.7 -3.8 -0.6 7.7 1.0 -2.7 -6.4 -5.0 5.1 -15.6 -0.0 -6.1 -1.8 0.9 2.7 2.1 -0.3 -1.5 -20.0 -0.2 2.5 1.0 -0.2 0.2 -1.6 -1.9 3.7 -16.6 -6.7 12.1 20.0 5.2 20.0 14.0 OJ 16.7 6.0 8.3 -1.6 -2.5 -4.3 -1.2 -7.1 -1.1 17.5 20.0 19.8 20.0 18.8 19.2 20.0 14.3 18.6 15.4 20.0 20.0 20.0 20.0 20.0 -20.0 7.0 8.2 7.0 12.0 10.5 10.0 20.0 20.0 20.0 20.0 20.0 16.1 9.3 20.0 20.0 PALLAD -14.3 -5.6 15.2 -0.6 0.0 0.1 -1.2 -0.1 -1.6 -7.3 0.1 -3.1 -3.1 -5.9 -2.2 -2.1 -2.1 -2.1 -2.1 -2.3 0.2 -4.0 -1.9 -4.7 13.4 -0.2 -1.6 0.7 -2.1 -0.3 -1.7 5.5 -3.8 -1.8 2.2 1.8 -13.8 -20.0 -20.0 -20.0 PLAT -13.5 -6.2 0.9 -1.0 0.1 0.1 -1.9 -0.1 -2.6 2.7 -6.5 -6.5 -3.3 -10.1 -5.3 -4.2 -4.4 -4.3 -4.4 -5.9 -2.3 -4.2 -0.9 -8.1 5.4 -2.9 -2.6 -1.1 -5.3 -0.5 -5.1 1.5 -10.6 -3.4 -4.9 -7.9 8.3 -8.5 0.7 -2.1 REDWHEAT -13.3 -11.9 2.5 -1.6 -2.5 -4.3 -1.2 -6.9 -1.1 -18.1 -18.5 -19.2 -19.1 -19.4 -15.3 -10.9 -7.9 -10.6 -9.9 -18.7 -16.4 -20.0 -20.0 -20.0 -3.7 -6.8 -6.2 -5.5 -8.6 -5.9 -8.4 -16.5 -20.0 -20.0 -20.0 -12.7 -20.0 -20.0 -20.0 -20.0 RICE 16.8 -6.4 -7.6 -1.5 -2.3 -4.0 -1.1 -6.5 -1.0 17.8 1.9 18.6 8.1 7.4 -2.7 -9.5 17.0 -7.0 5.6 -2.4 -3.7 13.0 2.3 5.8 -14.1 -2.8 4.7 -2.9 5.0 -0.5 1.3 20.0 2.4 17.7 -8.6 -11.3 -12.7 -20.0 -13.0 -20.0 ROBUSTA 19.6 -20.0 -17.8 -0.8 -1.2 -2.0 -0.6 -3.3 -0.5 -6.6 7.0 2.4 8.8 3.1 4.4 5.1 20.0 14.0 20.0 6.5 7.6 1.4 10.6 7.6 -20.0 2.5 -3.5 2.8 1.9 4.5 3.3 20.0 17.4 20.0 9.7 18.4 4.3 1.3 8.8 7.9 RUSSELL 9.4 8.0 8.4 3.2 6.2 3.8 5.2 5.5 3.7 7.8 10.6 10.5 11.6 10.8 11.2 -6.4 -6.4 -6.3 -6.2 15.4 12.4 12.2 9.8 16.2 0.6 4.7 0.6 4.3 3.0 3.9 4.5 0.3 1.0 17.2 19.5 14.3 -6.8 -12.5 -20.0 -20.0 SHATZ 13.0 -5.3 14.0 -0.7 3.5 -0.4 3.6 0.2 1.2 5.8 5.5 7.7 0.5 4.9 2.5 -20.0 -20.0 -20.0 -20.0 4.6 4.5 11.1 1.6 7.4 5.9 2.2 4.6 2.2 5.1 1.4 3.4 -20.0 1.0 11.1 9.3 10.1 -8.1 -14.9 2.1 -5.4 SILVER-mini -15.5 -7.5 2.5 -1.0 0.1 0.1 -1.8 -0.1 -2.5 4.1 3.0 -7.1 7.4 -11.0 -0.5 -5.7 -6.4 -5.9 -6.0 -2.7 3.8 -3.2 7.7 -6.9 -2.4 -0.4 2.2 2.0 -1.0 3.3 -2.3 -1.5 3.1 -0.4 1.2 4.5 8.1 -2.0 -0.7 7.5 SMI -8.5 -18.1 -14.3 3.1 6.2 3.8 5.1 5.4 3.7 11.6 0.5 1.2 8.3 -7.9 -7.8 0.6 0.3 0.3 -0.2 -8.7 -3.6 3.5 3.7 -5.9 7.8 -3.0 4.1 -0.2 1.4 3.3 -2.3 11.1 -2.2 -20.0 -18.2 -14.1 -6.2 1.7 -18.2 -9.0 SOFR 6.5 -20.0 -13.0 -1.1 5.3 -0.6 5.4 0.3 1.7 8.9 -1.7 9.5 2.8 -6.2 -10.9 -0.8 0.0 0.3 0.4 -12.1 -7.5 9.7 -1.2 -2.7 -5.8 -3.8 1.0 -2.4 1.1 -0.4 -1.7 3.2 -16.6 -12.4 -17.2 -14.2 0.2 -7.8 17.4 15.0 SOYBEAN -7.3 -4.7 -10.0 -1.4 -2.2 -3.7 -1.1 -6.1 -1.0 -10.4 -17.0 -16.1 -16.9 -17.3 -15.2 -1.4 0.4 -2.2 -2.4 -17.1 -20.0 -11.5 -20.0 -14.6 -20.0 -6.6 -2.6 -8.1 -4.8 -8.9 -6.0 -3.5 -12.9 -13.0 -20.0 -17.9 2.3 -7.3 7.6 -2.1 SOYMEAL -1.0 -14.7 -6.4 -1.4 -2.1 -3.6 -1.0 -5.9 -0.9 -5.6 -16.8 -8.5 -16.9 -15.9 -16.7 -11.4 -0.1 -7.3 -4.3 -17.3 -18.4 -5.5 -19.6 -12.4 -20.0 -5.9 -0.0 -5.5 -1.4 -4.7 -4.3 -4.8 6.0 -7.8 -20.0 -14.4 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 7.6 15.1 -0.6 -0.9 -1.5 -0.4 -2.5 -0.4 -1.5 -0.9 -6.0 -5.5 -5.1 -0.3 -3.0 0.2 -1.5 -0.7 -0.8 -0.3 -6.4 -2.8 -4.9 -14.3 0.0 -1.9 0.2 -3.4 -0.7 -2.0 -1.6 -16.5 -9.1 -0.6 4.1 3.2 -5.9 11.8 -0.3 SP400 11.2 6.4 8.6 3.5 6.8 4.2 5.7 6.0 4.1 6.0 12.2 9.6 13.9 11.2 12.8 -7.5 -6.6 -7.3 -6.9 18.3 14.6 14.2 12.4 19.5 -10.3 5.2 1.0 4.7 3.8 4.5 5.3 -0.3 8.9 20.0 20.0 19.0 -2.2 -6.6 -17.5 -20.0 SP500_micro 8.3 4.1 12.9 4.4 8.7 5.4 7.2 7.6 5.2 17.2 18.7 18.5 19.2 17.3 18.8 -12.0 -11.8 -11.5 -11.4 20.0 20.0 19.8 20.0 20.0 -20.0 6.6 2.6 8.0 4.6 10.1 5.6 -8.8 -5.7 10.9 14.4 20.0 4.8 3.9 -12.7 -9.9 SUGAR11 -10.0 -5.2 19.7 -1.4 -2.1 -3.6 -1.0 -5.9 -0.9 -8.0 7.4 -10.5 -5.6 -11.7 7.4 20.0 20.0 20.0 20.0 2.7 6.7 -6.9 2.2 -4.9 -20.0 2.4 4.7 3.2 2.9 0.8 0.9 20.0 -1.1 0.9 -5.4 20.0 -20.0 2.5 -20.0 6.6 US10 7.2 -20.0 -10.9 -0.8 3.8 -0.4 3.9 0.2 1.3 7.2 -2.9 7.7 -0.0 -4.2 -7.9 -2.9 -6.3 -4.3 -5.3 -8.3 -6.0 7.3 -2.7 -1.3 1.6 -2.6 0.9 -1.8 1.0 -0.5 -1.0 -7.2 -10.5 -7.4 -11.7 -10.1 -4.4 -18.4 9.9 8.9 US10U 8.3 -20.0 -8.8 -1.0 4.8 -0.5 5.0 0.3 1.6 9.5 -3.8 10.2 -0.1 -4.2 -9.5 -4.1 -3.7 -4.3 -4.2 -8.5 -6.4 9.4 -3.3 -0.3 -1.4 -3.2 1.6 -2.3 1.8 -0.7 -1.0 -3.9 -12.2 -8.0 -12.0 -11.7 -2.4 -13.0 19.7 16.4 US2 -0.3 -20.0 -9.3 -0.9 4.3 -0.5 4.4 0.3 1.4 10.3 -4.1 4.9 -2.6 -7.5 -10.0 -15.6 -20.0 -19.7 -20.0 -15.1 -9.3 4.0 -5.4 -8.5 16.5 -3.2 0.9 -1.7 0.0 -0.5 -2.3 -20.0 -19.4 -17.1 -17.7 -9.4 -6.8 -16.7 2.4 -7.5 US20 7.9 -19.2 -9.6 -0.8 3.5 -0.4 3.6 0.2 1.2 7.0 -2.7 7.5 1.6 -2.5 -7.0 -1.7 -1.4 -1.8 -1.6 -5.6 -4.4 7.8 -2.1 0.6 -2.9 -2.4 1.1 -1.7 1.3 -0.4 -0.7 0.4 -9.8 -6.1 -7.6 -8.4 0.4 -8.1 20.0 18.3 US30 6.9 -14.4 -7.0 -0.8 3.7 -0.4 3.9 0.2 1.2 7.5 -3.7 7.8 0.1 -1.6 -7.1 -2.6 -4.2 -2.7 -3.4 -4.6 -4.1 7.7 -2.6 1.2 -2.0 -2.4 1.8 -1.9 2.0 -0.6 -0.4 -3.7 -8.1 -6.4 -4.7 -7.2 -0.1 -7.6 20.0 17.3 US5 5.5 -20.0 -11.5 -0.9 4.4 -0.5 4.5 0.3 1.5 8.1 -3.8 8.2 -1.9 -6.3 -9.8 -5.4 -9.6 -7.2 -8.5 -12.2 -8.2 6.6 -3.8 -4.2 6.5 -3.1 1.3 -2.0 1.1 -0.5 -1.4 -12.8 -12.9 -9.9 -14.9 -11.7 -2.1 -14.9 11.0 5.6 VIX -10.7 -10.7 -3.4 -3.5 -1.9 -1.5 -3.5 -2.9 -4.6 -15.7 -12.9 -17.1 -13.2 -16.6 -16.3 -18.7 -20.0 -14.5 -17.7 -10.6 -5.9 -12.7 -9.7 -14.2 NaN -4.0 -3.5 -1.6 -5.4 -3.4 -5.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -15.9 -11.9 1.6 -1.7 -2.7 -4.5 -1.3 -7.4 -1.2 -19.7 -17.6 -20.0 -17.9 -20.0 -12.0 -14.3 -14.4 -13.8 -14.2 -19.7 -16.9 -20.0 -20.0 -20.0 5.3 -7.2 -6.6 -5.6 -9.3 -5.5 -9.2 -20.0 -20.0 -20.0 -20.0 -12.8 -20.0 -20.0 -19.1 -17.5 End of report for caleb_strategy_v3