******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241204_204446 produced at 2024-12-04 21:41:07.280471 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.99 0.0 0.00 0.00 0.00 0.00 -30.79 16.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.73 0.0 0.00 0.00 0.00 0.00 -8.95 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.23 0.0 999.00 -999.00 -0.17 -0.17 -41.30 999999999.0 -30 -30 caleb_strategy_v3 US2 False True 0.07 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.75 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.16 0.0 0.70 -0.70 -0.07 -0.10 -6.79 29.0 -3 -4 caleb_strategy_v3 CHF False False 0.05 -0.38 -0.11 0.0 0.62 -0.62 -0.38 -0.38 -2.29 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 -12.11 12.0 -7 -7 caleb_strategy_v3 EUR False False 0.04 -0.18 -0.07 0.0 0.62 -0.62 -0.18 -0.13 -1.50 14.0 -4 -3 caleb_strategy_v3 CAC True False 0.03 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -2.72 12.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.11 -0.05 0.0 999.00 -999.00 -0.11 -0.11 -1.55 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 -4.32 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.04 -0.11 -0.05 0.0 0.91 -0.91 -0.11 -0.14 -1.45 25.0 -3 -4 caleb_strategy_v3 GBP False False 0.03 0.00 -0.04 0.0 0.59 -0.59 0.00 0.00 -1.40 22.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.04 0.0 0.41 -0.41 0.00 0.00 -1.87 21.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.04 0.0 0.09 -0.09 -0.03 -0.03 -1.30 3.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.04 0.0 0.41 -0.41 -0.02 -0.02 -1.86 19.0 -1 -1 caleb_strategy_v3 SMI False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.56 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.07 -0.07 -0.04 -0.04 -3.00 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 -1.84 7.0 -3 -3 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.64 -0.64 0.00 0.00 -0.79 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -3.41 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.03 0.0 0.14 -0.14 -0.02 -0.02 -10.88 51.0 -7 -7 caleb_strategy_v3 EUROSTX False False 0.02 -0.05 -0.02 0.0 0.35 -0.35 -0.05 -0.05 -1.38 20.0 -3 -3 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.02 0.0 0.50 -0.50 -0.04 -0.04 -0.42 13.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -2.39 9.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -1.88 4.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.01 -0.02 0.0 0.50 -0.50 -0.01 -0.01 -3.00 60.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.02 0.0 0.16 -0.16 0.00 0.00 -0.96 10.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.06 -0.06 -0.02 -0.02 -8.41 26.0 -7 -7 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -0.76 4.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.01 0.0 0.48 -0.48 -0.03 -0.03 -0.49 17.0 -1 -1 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.13 9.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.02 -0.58 5.0 -2 -1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.87 5.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 -0.01 0.0 0.50 -0.50 -0.01 -0.04 -1.15 56.0 -1 -4 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 -0.96 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.37 -0.37 0.00 0.00 0.19 23.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.00 0.0 0.26 -0.26 -0.04 -0.04 -0.08 6.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.35 18.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.05 24.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.08 -0.08 0.00 0.00 -0.51 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.14 2.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.20 4.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 0.14 6.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.01 0.0 0.33 -0.33 0.04 0.04 0.51 23.0 3 3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.02 -0.02 0.00 0.00 1.74 3.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.01 0.0 0.49 -0.49 0.00 0.00 0.14 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.28 -0.28 0.00 0.00 5.86 68.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.03 0.0 0.49 -0.49 0.01 0.01 2.79 48.0 1 1 caleb_strategy_v3 SP400 False False 0.11 0.23 0.03 0.0 0.23 -0.23 0.23 0.23 0.24 2.0 2 2 caleb_strategy_v3 DOW False False 0.01 0.01 0.03 0.0 0.50 -0.50 0.01 0.02 4.01 66.0 1 2 caleb_strategy_v3 COCOA False False 0.03 0.06 0.03 0.0 0.82 -0.82 0.06 0.06 0.84 26.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.02 0.04 0.0 0.07 -0.07 0.02 0.02 1.73 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 1.10 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 16.52 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 2.00 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.07 0.0 0.43 -0.43 0.03 0.03 2.83 17.0 1 1 caleb_strategy_v3 NIKKEI False False 0.01 0.03 0.09 0.0 0.32 -0.32 0.03 0.04 10.32 36.0 3 5 caleb_strategy_v3 LEANHOG False False 0.01 0.09 0.09 0.0 0.15 -0.15 0.09 0.09 7.51 13.0 8 8 caleb_strategy_v3 DAX False False 0.01 0.03 0.09 0.0 0.42 -0.42 0.03 0.05 12.87 58.0 4 7 caleb_strategy_v3 OAT False False 0.04 0.13 0.10 0.0 0.45 -0.45 0.13 0.13 2.35 10.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.04 0.17 0.10 0.0 0.34 -0.34 0.17 0.17 2.23 8.0 4 4 caleb_strategy_v3 BTP False False 0.04 0.04 0.14 0.0 0.44 -0.44 0.04 0.04 3.11 10.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.47 0.0 0.87 -0.87 0.00 0.00 16.95 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.1 Shocked risk 39.3 Sum abs risk 46.6 Leverage 5.90 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2970647.31, 'annual_cash_vol_target': 742661.8275, 'daily_cash_vol_target': 46416.36421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6436 0.6417 10.2670 BITCOIN 2267.9146 97965.0000 2.3150 37.0404 BOBL 0.2275 119.2800 0.1907 3.0514 BTP 0.4849 122.9300 0.3945 6.3118 BUND 0.4427 136.9300 0.3233 5.1727 BUXL 1.0993 141.4800 0.7770 12.4323 CAC 58.1418 7290.0000 0.7976 12.7609 CAD 0.0026 0.7138 0.3701 5.9215 CANOLA 9.4396 589.9000 1.6002 25.6032 CHF 0.0055 1.1328 0.4862 7.7790 COCOA 186.3203 9402.0000 1.9817 31.7074 COFFEE 6.1790 301.5500 2.0491 32.7853 COPPER 0.0555 4.2020 1.3200 21.1202 CORN 3.6075 428.7500 0.8414 13.4623 COTTON2 0.8569 71.2400 1.2028 19.2443 CRUDE_W 1.0583 66.3700 1.5946 25.5135 DAX 150.8438 20265.0000 0.7444 11.9097 DOW 290.3633 45051.0000 0.6445 10.3123 DX 0.4165 106.0200 0.3929 6.2860 EUR 0.0055 1.0566 0.5198 8.3163 EURIBOR-ICE 0.0431 98.1900 0.0439 0.7017 EUROSTX 42.3890 4920.0000 0.8616 13.7850 FEEDCOW 1.6645 255.7750 0.6508 10.4124 GASOIL 10.6314 658.5000 1.6145 25.8318 GASOLINE 0.0359 1.9695 1.8213 29.1416 GAS_US_mini 0.1227 2.9150 4.2107 67.3712 GBP 0.0066 1.2697 0.5227 8.3627 GOLD_micro 24.9768 2676.5000 0.9332 14.9310 HEATOIL 0.0379 2.1716 1.7457 27.9305 JGB-SGX-mini 0.2085 142.8700 0.1460 2.3352 JPY 0.0000 0.0067 0.7292 11.6675 LEANHOG 1.0968 86.4000 1.2694 20.3109 LIVECOW 0.9736 188.2500 0.5172 8.2752 LUMBER-new 7.6142 617.5000 1.2331 19.7291 MILK 0.2586 19.0900 1.3545 21.6722 MXP 0.0004 0.0492 0.8153 13.0446 NASDAQ_micro 163.9702 21512.0000 0.7622 12.1956 NIKKEI 397.9770 39575.0000 1.0056 16.0900 NZD 0.0038 0.5870 0.6464 10.3421 OAT 0.4302 126.2800 0.3407 5.4507 OATIES 6.9832 378.2500 1.8462 29.5390 OJ 6.7355 483.9500 1.3918 22.2684 PALLAD 25.9417 993.5000 2.6111 41.7782 PLAT 14.4110 948.7000 1.5190 24.3044 REDWHEAT 8.2124 542.7500 1.5131 24.2096 RICE 0.1440 15.2800 0.9427 15.0825 ROBUSTA 133.4255 4750.0000 2.8090 44.9433 RUSSELL 26.0383 2450.0000 1.0628 17.0046 SHATZ 0.0812 107.3700 0.0756 1.2102 SILVER-mini 0.4874 31.8375 1.5310 24.4962 SMI 86.1740 11786.0000 0.7312 11.6985 SOFR 0.0585 96.3950 0.0606 0.9703 SOYBEAN 8.7486 1000.0000 0.8749 13.9977 SOYMEAL 3.6060 297.0000 1.2141 19.4263 SOYOIL 0.8457 41.9900 2.0139 32.2229 SP400 28.3914 3354.1000 0.8465 13.5435 SP500_micro 34.5245 6093.2500 0.5666 9.0656 SUGAR11 0.2760 19.8600 1.3897 22.2349 US10 0.3839 111.2344 0.3451 5.5218 US10U 0.5528 114.8438 0.4814 7.7021 US2 0.0926 103.1562 0.0898 1.4365 US20 0.8068 119.7188 0.6739 10.7825 US30 1.2981 127.7500 1.0161 16.2580 US5 0.2368 107.6562 0.2200 3.5197 VIX 0.4917 16.6000 2.9623 47.3965 WHEAT 7.2235 590.7500 1.2228 19.5644 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 643.60 0.64 412.99 1.00 412.99 46416.36 112.39 -6.38 -71.68 BITCOIN 97.96 2.32 226.79 1.00 226.79 46416.36 204.67 7.45 152.52 BOBL 1192.80 0.19 227.48 1.05 238.59 46416.36 194.55 5.56 108.12 BTP 1229.30 0.39 484.94 1.05 508.61 46416.36 91.26 10.00 91.22 BUND 1369.30 0.32 442.68 1.05 464.29 46416.36 99.97 1.36 13.56 BUXL 1414.80 0.78 1099.33 1.05 1152.97 46416.36 40.26 5.01 20.17 CAC 729.00 0.80 581.42 1.05 609.79 46416.36 76.12 -10.46 -79.63 CAD 713.75 0.37 264.15 1.00 264.15 46416.36 175.72 -14.90 -261.76 CANOLA 117.98 1.60 188.79 0.71 134.45 46416.36 345.24 -12.95 -447.22 CHF 1415.94 0.49 688.41 1.00 688.41 46416.36 67.43 -13.12 -88.44 COCOA 940.20 1.98 1863.20 1.00 1863.20 46416.36 24.91 15.71 39.15 COFFEE 1130.81 2.05 2317.13 1.00 2317.13 46416.36 20.03 5.95 11.92 COPPER 1050.50 1.32 1386.67 1.00 1386.67 46416.36 33.47 -4.28 -14.34 CORN 214.38 0.84 180.37 1.00 180.37 46416.36 257.33 -19.34 -497.78 COTTON2 356.20 1.20 428.43 1.00 428.43 46416.36 108.34 -18.62 -201.75 CRUDE_W 663.70 1.59 1058.33 1.00 1058.33 46416.36 43.86 -1.22 -5.36 DAX 202.65 0.74 150.84 1.05 158.20 46416.36 293.39 12.86 377.35 DOW 225.26 0.64 145.18 1.00 145.18 46416.36 319.71 5.39 172.40 DX 1060.20 0.39 416.52 1.00 416.52 46416.36 111.44 6.91 76.98 EUR 1320.69 0.52 686.45 1.00 686.45 46416.36 67.62 -8.58 -57.99 EURIBOR-ICE 2454.75 0.04 107.65 1.05 112.91 46416.36 411.10 12.09 496.84 EUROSTX 492.00 0.86 423.89 1.05 444.58 46416.36 104.41 -3.87 -40.39 FEEDCOW 1278.88 0.65 832.26 1.00 832.26 46416.36 55.77 12.08 67.38 GASOIL 658.50 1.61 1063.14 1.00 1063.14 46416.36 43.66 -3.99 -17.43 GASOLINE 827.19 1.82 1506.60 1.00 1506.60 46416.36 30.81 -1.72 -5.31 GAS_US_mini 72.88 4.21 306.85 1.00 306.85 46416.36 151.27 -5.13 -77.65 GBP 793.56 0.52 414.77 1.00 414.77 46416.36 111.91 -4.82 -53.94 GOLD_micro 267.65 0.93 249.77 1.00 249.77 46416.36 185.84 -1.82 -33.80 HEATOIL 912.07 1.75 1592.16 1.00 1592.16 46416.36 29.15 -10.27 -29.93 JGB-SGX-mini 142870.00 0.15 20852.17 0.01 138.69 46416.36 334.68 -8.50 -284.38 JPY 832.25 0.73 606.89 1.00 606.89 46416.36 76.48 -2.46 -18.79 LEANHOG 345.60 1.27 438.72 1.00 438.72 46416.36 105.80 11.68 123.61 LIVECOW 753.00 0.52 389.45 1.00 389.45 46416.36 119.18 7.17 85.45 LUMBER-new 169.81 1.23 209.39 1.00 209.39 46416.36 221.67 3.68 81.48 MILK 381.80 1.35 517.15 1.00 517.15 46416.36 89.75 -4.50 -40.41 MXP 245.90 0.82 200.48 1.00 200.48 46416.36 231.53 -0.88 -20.45 NASDAQ_micro 430.24 0.76 327.94 1.00 327.94 46416.36 141.54 1.54 21.74 NIKKEI 39575.00 1.01 39797.70 0.01 265.27 46416.36 174.98 5.44 95.26 NZD 586.95 0.65 379.39 1.00 379.39 46416.36 122.34 -5.89 -72.04 OAT 1262.80 0.34 430.19 1.05 451.19 46416.36 102.88 6.68 68.76 OATIES 189.12 1.85 349.16 1.00 349.16 46416.36 132.94 -2.96 -39.30 OJ 725.92 1.39 1010.33 1.00 1010.33 46416.36 45.94 17.58 80.75 PALLAD 993.50 2.61 2594.17 1.00 2594.17 46416.36 17.89 -2.37 -4.23 PLAT 474.35 1.52 720.55 1.00 720.55 46416.36 64.42 -4.36 -28.06 REDWHEAT 271.38 1.51 410.62 1.00 410.62 46416.36 113.04 -20.00 -226.08 RICE 305.60 0.94 288.08 1.00 288.08 46416.36 161.13 -4.79 -77.13 ROBUSTA 475.00 2.81 1334.25 1.00 1334.25 46416.36 34.79 4.66 16.21 RUSSELL 122.50 1.06 130.19 1.00 130.19 46416.36 356.52 4.96 176.84 SHATZ 1073.70 0.08 81.21 1.05 85.17 46416.36 544.96 -0.08 -4.50 SILVER-mini 795.94 1.53 1218.59 1.00 1218.59 46416.36 38.09 0.01 0.05 SMI 1178.60 0.73 861.74 1.13 970.58 46416.36 47.82 -3.45 -16.48 SOFR 2409.88 0.06 146.14 1.00 146.14 46416.36 317.61 -4.64 -147.34 SOYBEAN 500.00 0.87 437.43 1.00 437.43 46416.36 106.11 -18.65 -197.93 SOYMEAL 297.00 1.21 360.60 1.00 360.60 46416.36 128.72 -20.00 -257.44 SOYOIL 251.94 2.01 507.39 1.00 507.39 46416.36 91.48 -5.96 -54.51 SP400 3354.10 0.85 2839.14 1.00 2839.14 46416.36 16.35 4.45 7.28 SP500_micro 304.66 0.57 172.62 1.00 172.62 46416.36 268.89 4.46 120.00 SUGAR11 222.43 1.39 309.11 1.00 309.11 46416.36 150.16 -1.09 -16.31 US10 1112.34 0.35 383.88 1.00 383.88 46416.36 120.91 -5.17 -62.57 US10U 1148.44 0.48 552.84 1.00 552.84 46416.36 83.96 -3.96 -33.22 US2 2063.12 0.09 185.23 1.00 185.23 46416.36 250.59 -8.67 -217.30 US20 1197.19 0.67 806.79 1.00 806.79 46416.36 57.53 -1.80 -10.37 US30 1277.50 1.02 1298.10 1.00 1298.10 46416.36 35.76 -1.73 -6.20 US5 1076.56 0.22 236.82 1.00 236.82 46416.36 196.00 -5.82 -114.07 VIX 166.00 2.96 491.74 1.00 491.74 46416.36 94.39 -17.72 -167.30 WHEAT 295.38 1.22 361.18 1.00 361.18 46416.36 128.51 -20.00 -257.03 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -71.681 0.010 2.5 -1.860 BITCOIN 152.518 0.043 2.5 16.516 BOBL 108.116 0.004 2.5 1.096 BTP 91.224 0.014 2.5 3.111 BUND 13.563 0.004 2.5 0.138 BUXL 20.173 0.004 2.5 0.205 CAC -79.632 0.014 2.5 -2.716 CAD -261.758 0.010 2.5 -6.792 CANOLA -447.225 0.010 2.5 -10.880 CHF -88.444 0.010 2.5 -2.295 COCOA 39.147 0.009 2.5 0.838 COFFEE 11.922 0.005 2.5 0.139 COPPER -14.340 0.043 2.5 -1.553 CORN -497.778 0.010 2.5 -12.110 COTTON2 -201.753 0.009 2.5 -4.321 CRUDE_W -5.357 0.043 2.5 -0.580 DAX 377.345 0.014 2.5 12.871 DOW 172.396 0.009 2.5 4.006 DX 76.975 0.010 2.5 1.997 EUR -57.986 0.010 2.5 -1.504 EURIBOR-ICE 496.837 0.014 2.5 16.946 EUROSTX -40.391 0.014 2.5 -1.378 FEEDCOW 67.384 0.013 2.5 2.233 GASOIL -17.428 0.017 2.5 -0.755 GASOLINE -5.312 0.017 2.5 -0.230 GAS_US_mini -77.646 0.043 2.5 -8.408 GBP -53.942 0.010 2.5 -1.400 GOLD_micro -33.801 0.014 2.5 -1.153 HEATOIL -29.931 0.017 2.5 -1.297 JGB-SGX-mini -284.379 0.043 2.5 -30.794 JPY -18.791 0.010 2.5 -0.488 LEANHOG 123.613 0.024 2.5 7.512 LIVECOW 85.449 0.013 2.5 2.832 LUMBER-new 81.479 0.009 2.5 1.745 MILK -40.411 0.009 2.5 -0.865 MXP -20.454 0.059 2.5 -3.002 NASDAQ_micro 21.736 0.009 2.5 0.505 NIKKEI 95.264 0.043 2.5 10.316 NZD -72.042 0.010 2.5 -1.869 OAT 68.760 0.014 2.5 2.345 OATIES -39.305 0.010 2.5 -0.956 OJ 80.754 0.009 2.5 1.730 PALLAD -4.232 0.014 2.5 -0.144 PLAT -28.062 0.014 2.5 -0.957 REDWHEAT -226.080 0.005 2.5 -2.999 RICE -77.127 0.010 2.5 -1.876 ROBUSTA 16.210 0.005 2.5 0.189 RUSSELL 176.845 0.013 2.5 5.860 SHATZ -4.498 0.004 2.5 -0.046 SILVER-mini 0.050 0.014 2.5 0.002 SMI -16.479 0.014 2.5 -0.562 SOFR -147.340 0.024 2.5 -8.954 SOYBEAN -197.932 0.004 2.5 -1.841 SOYMEAL -257.439 0.004 2.5 -2.394 SOYOIL -54.508 0.004 2.5 -0.507 SP400 7.282 0.013 2.5 0.241 SP500_micro 119.996 0.009 2.5 2.789 SUGAR11 -16.308 0.009 2.5 -0.347 US10 -62.565 0.005 2.5 -0.793 US10U -33.220 0.005 2.5 -0.421 US2 -217.303 0.005 2.5 -2.754 US20 -10.373 0.005 2.5 -0.131 US30 -6.199 0.005 2.5 -0.079 US5 -114.066 0.005 2.5 -1.445 VIX -167.301 0.099 2.5 -41.297 WHEAT -257.028 0.005 2.5 -3.410 ===================== Position diags ===================== AUD 2.92 BITCOIN 22.16 BOBL 1.97 BTP 3.11 BUND 1.01 BUXL 0.41 CAC 2.60 CAD 4.56 CANOLA 8.40 CHF 1.75 COCOA 0.53 COFFEE 0.23 COPPER 3.62 CORN 6.26 COTTON2 2.32 CRUDE_W 4.75 DAX 10.01 DOW 7.43 DX 2.89 EUR 1.75 EURIBOR-ICE 14.02 EUROSTX 3.56 FEEDCOW 1.85 GASOIL 1.89 GASOLINE 1.34 GAS_US_mini 16.38 GBP 2.90 GOLD_micro 6.34 HEATOIL 1.26 JGB-SGX-mini 36.24 JPY 1.98 LEANHOG 6.43 LIVECOW 3.95 LUMBER-new 4.75 MILK 1.92 MXP 33.98 NASDAQ_micro 3.29 NIKKEI 18.95 NZD 3.17 OAT 3.51 OATIES 3.23 OJ 0.98 PALLAD 0.61 PLAT 2.20 REDWHEAT 1.50 RICE 3.92 ROBUSTA 0.41 RUSSELL 11.81 SHATZ 5.53 SILVER-mini 1.30 SMI 1.63 SOFR 19.30 SOYBEAN 0.99 SOYMEAL 1.20 SOYOIL 0.85 SP400 0.54 SP500_micro 6.25 SUGAR11 3.19 US10 1.53 US10U 1.06 US2 3.18 US20 0.73 US30 0.45 US5 2.48 VIX 23.30 WHEAT 1.70 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.9 -2.2 -1.6 -1.0 -1 BITCOIN 16.5 14.3 18.7 0.0 0 BOBL 1.1 0.9 1.3 0.0 0 BTP 3.1 2.8 3.4 1.0 1 BUND 0.1 0.0 0.2 0.0 0 BUXL 0.2 0.2 0.2 0.0 0 CAC -2.7 -3.0 -2.5 0.0 0 CAD -6.8 -7.2 -6.3 -3.0 -3 CANOLA -10.9 -11.7 -10.0 -7.0 -7 CHF -2.3 -2.5 -2.1 -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 -12.1 -12.7 -11.5 -7.0 -7 COTTON2 -4.3 -4.6 -4.1 -5.0 -5 CRUDE_W -0.6 -1.1 -0.1 -2.0 -2 DAX 12.9 11.9 13.9 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 -1.3 -4.0 -4 EURIBOR-ICE 16.9 15.5 18.3 0.0 0 EUROSTX -1.4 -1.7 -1.0 -3.0 -3 FEEDCOW 2.2 2.0 2.4 4.0 4 GASOIL -0.8 -0.9 -0.6 -2.0 -2 GASOLINE -0.2 -0.4 -0.1 -1.0 -1 GAS_US_mini -8.4 -10.0 -6.8 -7.0 -7 GBP -1.4 -1.7 -1.1 0.0 0 GOLD_micro -1.2 -1.8 -0.5 -1.0 -1 HEATOIL -1.3 -1.4 -1.2 -1.0 -1 JGB-SGX-mini -30.8 -34.4 -27.2 0.0 0 JPY -0.5 -0.7 -0.3 -1.0 -1 LEANHOG 7.5 6.9 8.2 8.0 8 LIVECOW 2.8 2.4 3.2 1.0 1 LUMBER-new 1.7 1.3 2.2 0.0 0 MILK -0.9 -1.1 -0.7 0.0 0 MXP -3.0 -6.4 0.4 -1.0 -1 NASDAQ_micro 0.5 0.2 0.8 3.0 3 NIKKEI 10.3 8.4 12.2 3.0 3 NZD -1.9 -2.2 -1.6 0.0 0 OAT 2.3 2.0 2.7 3.0 3 OATIES -1.0 -1.3 -0.6 NaN 0 OJ 1.7 1.6 1.8 1.0 1 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT -1.0 -1.2 -0.7 0.0 0 REDWHEAT -3.0 -3.1 -2.8 -4.0 -4 RICE -1.9 -2.3 -1.5 NaN 0 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 5.9 4.7 7.0 0.0 0 SHATZ -0.0 -0.6 0.5 NaN 0 SILVER-mini 0.0 -0.1 0.1 0.0 0 SMI -0.6 -0.7 -0.4 0.0 0 SOFR -9.0 -10.9 -7.0 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 0.2 0.2 0.3 2.0 2 SP500_micro 2.8 2.2 3.4 1.0 1 SUGAR11 -0.3 -0.7 -0.0 0.0 0 US10 -0.8 -0.9 -0.6 0.0 0 US10U -0.4 -0.5 -0.3 -1.0 -1 US2 -2.8 -3.1 -2.4 NaN 0 US20 -0.1 -0.2 -0.1 0.0 0 US30 -0.1 -0.1 -0.0 -1.0 -1 US5 -1.4 -1.7 -1.2 -3.0 -3 VIX -41.3 -43.6 -39.0 -30.0 -30 WHEAT -3.4 -3.6 -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 -0.2 -0.6 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.4 0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.1 BITCOIN 0.6 0.6 0.4 -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 0.4 0.6 0.6 0.6 0.0 -0.1 -0.1 0.0 BOBL 0.6 -0.1 0.2 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.1 0.1 -0.0 0.1 0.0 -0.1 -0.1 0.1 0.0 0.1 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 0.4 0.3 0.2 -0.3 -0.5 0.2 0.0 BTP 0.6 -0.0 0.2 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.4 0.2 0.6 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 0.7 0.3 0.6 0.6 0.6 -0.2 -0.4 0.4 0.3 BUND 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 0.0 -0.3 -0.2 -0.3 -0.3 0.1 0.0 0.2 0.0 0.2 0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.7 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 0.2 0.2 0.1 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 0.1 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 -0.1 -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 -0.1 -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 -0.5 -0.1 -0.4 -0.3 -0.2 -0.2 -0.3 -0.2 CANOLA -0.6 0.0 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -1.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.3 -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 -0.3 -0.3 -0.2 -0.3 -0.3 -0.5 -0.5 COCOA 0.6 0.6 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.3 0.1 0.1 0.0 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 0.4 0.6 0.6 0.6 0.7 0.7 0.7 0.7 COFFEE 0.6 0.2 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 0.4 0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.5 0.6 0.6 0.6 -0.3 -0.2 -0.1 0.1 COPPER -0.5 -0.5 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 -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 -1.7 -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 0.2 0.7 CORN -0.3 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.2 -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 -0.2 -0.1 -0.4 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 0.4 -0.1 0.6 0.1 COTTON2 -0.1 -0.1 0.2 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.0 -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 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.9 0.4 -0.1 -0.4 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 -0.1 -0.3 -0.1 -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 0.2 -0.1 0.1 0.0 0.1 0.1 0.1 0.3 0.1 0.2 0.4 0.2 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.2 1.0 0.0 0.2 0.1 0.1 0.2 0.1 -0.3 0.5 0.2 0.1 0.2 0.7 0.4 0.4 0.1 DOW 0.5 0.1 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -1.7 0.1 0.0 0.1 0.0 0.2 0.1 -0.4 0.0 0.5 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 -0.0 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 -0.2 0.6 0.6 0.6 -0.1 0.1 -0.1 0.2 EUR -0.4 -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 -0.0 0.3 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 1.5 0.0 0.0 0.1 0.1 0.1 0.0 0.4 0.1 0.4 0.5 0.5 -0.1 -0.5 0.4 0.2 EUROSTX -0.0 -0.3 -0.3 0.0 0.1 0.1 0.1 0.2 0.1 0.1 -0.1 0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.1 -0.0 -0.4 -0.0 0.1 -0.0 0.1 0.1 -0.0 0.3 -0.0 -0.6 -0.6 -0.5 0.1 0.1 -0.4 -0.3 FEEDCOW 0.6 0.6 0.4 -0.0 -0.1 -0.1 -0.1 -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 -0.1 0.2 -1.8 0.1 0.0 0.1 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 -0.1 -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 -0.1 -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 0.1 0.0 0.2 0.1 0.3 0.3 0.5 GAS_US_mini 0.4 0.2 0.5 -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 -0.1 -0.3 -0.0 2.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.3 0.4 -0.2 0.0 -0.4 -0.6 -0.3 -0.5 GBP -0.4 -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 -0.1 -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 -0.4 0.6 -0.4 GOLD_micro -0.5 -0.6 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 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 0.1 -0.1 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 -0.1 -2.6 -0.0 -0.0 -0.1 -0.1 -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 0.0 -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 0.4 -0.5 -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 -0.0 -0.1 0.1 -0.1 0.0 2.7 -0.0 0.0 -0.0 0.0 -0.1 0.0 -1.0 0.4 0.4 0.1 -0.1 -0.4 -0.7 -0.3 -0.7 LEANHOG -0.3 0.4 0.6 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.0 0.3 0.2 0.2 0.2 0.2 -0.4 0.2 -0.2 0.2 0.2 0.2 0.1 0.1 0.2 -0.1 0.1 0.0 0.2 0.1 0.1 0.1 0.9 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 -0.1 -0.1 -0.1 -0.3 -0.0 0.1 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 0.0 0.2 0.1 0.3 0.1 0.2 0.4 0.6 0.4 0.4 -0.2 0.7 0.0 0.7 LUMBER-new -0.0 0.7 0.6 -0.0 -0.1 -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 0.0 -0.0 0.2 NaN 0.1 -0.0 0.1 -0.0 0.0 0.0 -1.2 -0.3 0.4 0.7 0.7 0.5 0.1 0.8 0.4 MILK -0.2 -0.6 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 -0.0 -0.0 0.1 -0.1 1.8 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.3 -0.6 -0.1 -0.3 -0.7 -0.1 -0.7 MXP 0.1 -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 -0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.2 -0.0 1.1 -0.1 0.2 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 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.3 0.0 -0.3 -0.1 -0.0 0.2 0.3 0.3 0.1 -0.1 -0.2 NIKKEI -0.2 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.2 0.0 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.2 0.0 -1.2 -0.0 0.1 -0.0 0.1 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 -0.3 -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 -0.2 0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 OAT 0.5 -0.2 0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.1 0.1 0.0 -0.0 0.2 -0.1 0.1 0.5 0.0 0.1 0.0 0.1 0.0 0.1 0.7 -0.1 0.2 0.3 0.2 -0.1 -0.5 0.5 0.2 OATIES -0.3 -0.2 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.0 -0.0 -0.2 -0.0 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 0.2 -0.5 -0.2 0.4 0.7 0.2 0.7 0.5 OJ 0.6 0.2 0.3 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 0.1 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 0.0 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 -0.4 -0.2 0.5 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -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 0.0 0.0 -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 -0.2 -0.2 -0.3 0.3 -0.3 0.0 -0.1 REDWHEAT -0.4 -0.4 0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -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 -0.0 -0.2 -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 -0.3 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.1 0.0 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 0.0 -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 0.3 0.6 0.3 0.6 0.2 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 0.0 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 -0.1 0.3 0.6 0.5 -0.2 -0.4 -0.7 -0.7 SHATZ 0.4 -0.1 0.5 -0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.2 0.1 0.0 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.0 0.1 0.8 0.0 0.0 0.1 0.1 0.0 0.0 -1.1 -0.0 0.2 0.3 0.3 -0.3 -0.5 0.1 -0.2 SILVER-mini -0.4 -0.3 0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 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 0.2 0.1 0.1 0.2 0.3 -0.1 -0.0 0.2 SMI -0.2 -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 1.1 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.6 -0.2 -0.6 -0.6 -0.5 -0.2 0.1 -0.6 -0.3 SOFR 0.3 -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 -0.3 -0.1 -0.3 -0.0 -0.1 -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 -0.2 -0.4 -0.6 -0.6 0.1 -0.2 0.3 -0.1 SOYMEAL 0.0 -0.5 -0.2 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 -0.5 -0.1 -0.6 -0.2 -0.2 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.3 0.3 -0.2 -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 -0.3 -0.3 -0.0 0.1 0.1 -0.2 0.4 -0.0 SP400 0.3 0.2 0.3 0.0 0.1 0.1 0.1 0.2 0.1 0.0 0.3 0.1 0.5 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 -1.4 0.1 0.0 0.1 0.0 0.2 0.1 -0.0 0.0 0.5 0.6 0.6 -0.1 -0.2 -0.6 -0.7 SP500_micro 0.3 0.1 0.4 0.1 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 0.1 0.4 0.1 -0.5 -0.2 0.2 0.4 0.6 0.2 0.1 -0.4 -0.3 SUGAR11 -0.3 -0.2 0.6 -0.0 -0.1 -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 0.2 0.1 -0.1 0.6 -0.7 0.1 -0.7 0.2 US10 0.3 -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 -0.3 -0.3 -0.2 -0.4 -0.3 -0.2 -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 -0.1 -0.3 -0.3 -0.4 -0.4 -0.1 -0.4 0.6 0.5 US2 0.2 -0.6 -0.3 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.1 -0.1 2.2 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -1.1 -0.4 -0.5 -0.6 -0.3 -0.2 -0.6 0.1 -0.2 US20 0.3 -0.5 -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 0.1 -0.3 -0.2 -0.3 -0.3 0.0 -0.3 0.7 0.6 US30 0.3 -0.4 -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 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.3 0.7 0.6 US5 0.3 -0.6 -0.4 -0.0 0.0 -0.0 0.1 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 -0.6 -0.3 -0.3 -0.5 -0.4 -0.1 -0.5 0.4 0.2 VIX -0.5 -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 -0.0 -0.1 -0.1 -0.2 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.5 -0.4 0.0 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.2 -0.5 -0.2 -0.7 -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 -0.0 -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 -7.7 -18.8 -6.4 -4.0 0.7 -2.6 -0.3 -0.8 -2.9 -12.7 -8.6 -13.1 -2.6 -14.4 -13.9 -0.4 -1.5 -0.4 -0.9 -12.8 -7.6 -9.1 -3.0 -12.1 3.4 -4.8 -4.8 -2.7 -3.6 -0.8 -4.5 -0.0 -15.3 0.1 -2.5 1.9 -2.2 -5.5 -1.6 -3.7 BITCOIN 20.0 20.0 11.1 -1.6 2.7 0.2 -1.5 -0.2 -3.7 4.8 16.1 17.6 16.2 20.0 20.0 -9.1 -7.1 -7.7 -7.2 20.0 20.0 20.0 19.8 20.0 -20.0 7.7 1.3 5.3 3.8 4.1 7.2 -3.2 16.9 20.0 20.0 20.0 0.9 -2.6 -3.0 0.7 BOBL 20.0 -4.6 5.1 -0.6 4.6 -0.4 4.9 0.3 2.0 9.0 4.3 11.0 -1.3 6.8 1.0 -7.4 -4.3 3.7 0.4 5.0 2.7 19.4 0.9 13.0 3.9 2.1 5.7 1.4 7.2 1.0 4.9 0.8 7.4 13.5 10.4 7.5 -8.6 -14.0 6.6 0.7 BTP 19.1 -0.9 4.9 -1.0 7.5 -0.6 7.9 0.5 3.2 18.1 14.0 19.7 17.6 14.0 10.7 6.5 5.4 6.6 5.7 14.5 12.8 20.0 14.0 20.0 -20.0 5.5 12.1 4.8 12.6 5.1 8.9 13.3 13.1 20.0 20.0 20.0 -6.9 -12.4 11.8 10.3 BUND 20.0 -4.6 1.8 -0.8 5.7 -0.5 5.9 0.4 2.4 12.5 4.2 14.1 1.2 8.4 0.5 -14.4 -8.2 -16.7 -13.1 5.9 2.4 20.0 1.1 17.4 0.9 2.4 7.9 1.2 9.4 1.1 6.2 -13.8 15.1 18.6 13.4 7.1 -20.0 -19.7 2.0 -1.1 BUXL 20.0 3.9 2.9 -0.9 6.6 -0.5 6.9 0.4 2.8 15.7 5.9 17.5 1.4 13.2 6.7 0.5 -1.2 0.1 -0.6 12.0 4.3 20.0 -0.0 20.0 -3.0 4.0 9.2 1.8 11.0 1.1 8.2 2.4 17.5 20.0 20.0 10.1 -20.0 -20.0 -8.7 -8.3 CAC -9.2 -12.8 -9.6 4.7 10.0 5.3 8.4 7.4 5.9 16.5 -15.4 -6.5 -5.2 -14.4 -14.8 -5.5 -3.7 -5.5 -4.8 -16.5 -14.6 -1.8 -7.8 -12.8 -6.3 -6.2 3.6 -5.1 -0.6 -2.0 -4.8 4.0 -20.0 -20.0 -20.0 -20.0 4.3 6.8 -4.6 -2.8 CAD -4.5 -17.3 -9.5 -5.7 1.0 -3.6 -0.4 -1.1 -4.1 -19.1 -18.5 -17.4 -18.9 -20.0 -20.0 -6.2 -4.5 -5.9 -5.3 -20.0 -19.5 -13.8 -13.9 -19.9 0.9 -7.6 -4.0 -5.9 -4.5 -4.0 -6.4 -6.2 -20.0 -3.8 -12.5 -8.7 -5.6 -7.4 -8.8 -7.2 CANOLA -20.0 0.2 6.2 -0.7 -2.9 -1.6 -1.5 -2.5 -0.8 -2.0 -1.9 -5.9 -5.4 -5.5 -1.7 -14.4 -12.6 -14.8 -14.3 -5.0 -2.8 -8.9 -4.2 -9.4 -11.3 -0.7 -1.0 -0.1 -2.4 -1.1 -2.3 -20.0 -13.7 -12.9 -0.2 4.3 -9.1 -11.6 -2.3 -6.0 CHF -8.1 -20.0 -8.6 -3.2 0.6 -2.0 -0.2 -0.6 -2.3 3.3 -4.8 -4.8 -5.0 -9.1 -9.9 -14.8 -16.0 -15.2 -15.4 -13.3 -7.5 -4.5 -2.9 -11.3 3.8 -3.8 -0.3 -2.0 -1.3 -0.5 -3.3 -20.0 -6.7 -9.4 -7.9 -6.7 -10.0 -9.9 -16.1 -13.7 COCOA 20.0 20.0 7.4 -1.0 -3.9 -2.1 -2.0 -3.4 -1.1 7.2 6.3 9.5 7.1 10.1 10.0 2.1 20.0 20.0 20.0 20.0 16.5 19.0 16.0 20.0 -20.0 3.6 0.6 3.0 2.2 4.0 3.7 20.0 14.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 COFFEE 20.0 4.9 -2.0 -1.8 -7.0 -3.8 -3.6 -6.1 -2.0 -9.3 15.7 9.0 16.7 12.3 13.6 2.9 4.7 2.6 3.4 20.0 19.0 15.4 16.9 20.0 -20.0 5.9 1.5 4.3 5.4 4.0 7.5 6.1 20.0 20.0 20.0 20.0 -9.2 -6.9 -1.6 1.6 COPPER -13.9 -14.2 -4.5 -0.7 1.3 0.1 -0.7 -0.1 -1.7 7.9 -6.5 -7.3 -1.6 -8.7 -6.6 -5.9 -3.7 -4.8 -4.0 -6.9 -3.5 -1.3 0.4 -6.8 -12.6 -1.8 1.9 -0.1 -0.3 1.3 -2.2 2.7 3.6 -1.7 -11.3 -1.1 10.8 12.4 7.2 20.0 CORN -9.8 -1.2 -4.8 -2.4 -9.1 -5.0 -4.7 -8.0 -2.6 -19.6 -20.0 -20.0 -20.0 -20.0 -11.4 -7.2 -13.4 -10.2 -12.8 -16.9 -20.0 -18.2 -20.0 -18.8 -11.0 -8.5 -8.9 -9.2 -12.0 -12.0 -10.9 -20.0 -20.0 -20.0 -20.0 -15.3 12.2 -1.7 18.4 2.8 COTTON2 -4.0 -4.3 5.7 -2.0 -7.8 -4.3 -4.0 -6.9 -2.3 3.4 -16.9 1.8 -18.5 -5.9 -7.3 -14.3 -7.7 -14.1 -11.6 -7.8 -11.9 0.6 -18.1 -4.4 -20.0 -4.7 -0.6 -4.7 -0.7 -4.3 -3.5 -17.4 16.9 -4.5 -13.5 0.1 -18.1 -17.1 -14.8 -12.6 CRUDE_W -0.6 -0.0 -8.9 -2.3 -4.9 -3.6 -4.6 -3.2 -2.8 -10.2 -10.0 -5.6 -6.1 -10.3 -6.4 3.7 9.7 5.4 7.6 -6.0 -8.2 -2.9 -5.5 -3.8 -1.4 -3.1 -2.0 -4.5 -2.3 -3.4 -2.6 7.8 9.1 1.5 -2.4 3.1 -1.9 6.8 -1.0 11.7 DAX 6.5 -3.8 2.8 4.5 9.4 5.1 8.0 7.0 5.6 16.7 13.7 16.1 16.2 8.5 14.2 -8.1 -9.7 -8.4 -8.8 11.1 10.7 20.0 12.9 17.9 7.6 4.2 18.0 4.2 13.4 6.0 7.2 -4.8 20.0 6.9 1.6 7.0 20.0 12.5 12.7 3.4 DOW 14.6 3.1 10.4 3.6 7.6 4.0 6.4 5.6 4.5 12.4 13.7 13.6 14.4 13.5 14.0 -10.2 -10.6 -10.1 -10.1 20.0 18.3 17.3 16.9 20.0 -12.5 5.3 1.9 5.2 3.8 5.3 5.0 -6.8 1.6 16.1 17.0 20.0 -0.9 1.9 -13.8 -8.6 DX 12.5 20.0 13.1 -3.7 0.6 -2.3 -0.2 -0.7 -2.7 -4.5 9.7 8.9 8.4 12.2 13.5 5.6 6.5 5.9 6.2 19.8 12.9 4.8 6.0 15.4 -20.0 4.5 0.2 2.9 1.0 1.3 3.4 13.1 -6.6 20.0 20.0 20.0 -3.2 4.2 -2.8 6.3 EUR -12.7 -20.0 -13.0 -3.1 0.5 -2.0 -0.2 -0.6 -2.2 1.9 -8.3 -7.2 -6.1 -9.3 -10.8 -6.1 -7.0 -6.5 -6.7 -15.1 -9.9 -6.6 -4.6 -13.3 14.0 -4.0 -0.7 -2.5 -1.7 -0.9 -3.5 -9.6 -8.5 -15.0 -11.1 -9.7 0.7 -11.4 -0.5 -13.8 EURIBOR-ICE 16.8 -0.6 9.4 -0.5 3.7 -0.3 3.9 0.2 1.6 8.4 7.7 9.4 7.0 7.7 6.2 5.8 0.3 5.0 3.0 8.6 8.2 16.6 7.3 12.3 10.9 2.9 5.4 2.8 5.8 2.6 4.2 6.8 5.9 13.2 14.6 14.3 -4.2 -14.2 12.0 6.9 EUROSTX -1.3 -10.4 -8.1 4.3 9.0 4.8 7.6 6.7 5.4 15.7 -2.5 8.9 9.3 -7.9 -5.3 -3.8 -3.4 -4.0 -4.0 -5.9 -3.9 12.3 3.2 -0.6 -2.7 -3.1 12.2 -1.8 6.4 2.6 -0.3 4.7 -1.8 -18.9 -20.0 -14.3 4.5 3.9 -13.5 -9.7 FEEDCOW 20.0 20.0 12.0 -2.3 -9.1 -5.0 -4.7 -7.9 -2.6 7.3 5.2 20.0 -10.0 20.0 19.2 10.0 -3.5 13.0 8.4 20.0 10.2 20.0 -5.5 20.0 -13.4 6.8 2.3 1.9 8.0 -0.9 9.9 3.3 20.0 20.0 20.0 20.0 17.2 18.5 20.0 20.0 GASOIL 1.9 4.1 -9.3 -2.1 -4.6 -3.4 -4.2 -2.9 -2.6 -14.2 -12.2 -8.6 -8.5 -3.5 -5.6 2.7 6.4 2.1 2.7 -4.3 -9.3 -6.3 -8.1 -2.9 4.3 -2.4 -4.6 -5.2 -3.5 -4.8 -1.7 0.1 1.8 0.3 0.7 -6.9 0.6 -7.2 2.7 -11.5 GASOLINE -1.7 -0.4 -6.7 -2.0 -4.3 -3.1 -4.0 -2.8 -2.4 -5.8 -8.6 -9.2 -3.3 -10.7 -3.1 -6.0 19.7 3.8 13.8 -3.9 -5.0 -3.3 -2.6 -3.7 -20.0 -0.7 0.3 -1.1 -1.1 -0.2 -1.2 20.0 5.7 1.7 0.3 6.4 3.2 9.1 7.7 16.4 GAS_US_mini 11.3 6.2 16.7 -1.5 -3.4 -2.5 -3.1 -2.2 -1.9 -12.1 -10.4 -3.3 -12.9 -2.2 -3.7 -20.0 -20.0 -20.0 -20.0 -1.9 -4.8 -5.8 -9.4 -1.1 20.0 -1.9 -7.5 -2.9 -5.3 -4.4 -2.0 -20.0 -11.0 11.6 -7.3 1.0 -11.3 -16.8 -8.9 -14.2 GBP -12.6 -20.0 -9.3 -4.5 0.8 -2.9 -0.3 -0.9 -3.2 9.5 -3.1 -7.4 5.3 -11.5 -13.5 0.4 -0.2 0.4 0.2 -14.9 -5.9 -2.3 2.5 -13.2 -1.2 -4.7 1.7 -1.5 -0.6 1.6 -4.2 2.1 -0.7 -8.3 -3.9 3.7 5.1 -13.4 17.8 -12.9 GOLD_micro -14.5 -20.0 -2.7 -0.7 1.2 0.1 -0.6 -0.1 -1.6 -4.7 5.6 -0.7 8.8 -3.5 2.0 -9.4 -12.9 -11.4 -12.0 1.1 7.0 -0.8 10.4 -2.2 -9.0 0.7 0.4 3.0 -0.4 4.3 -0.9 -12.4 3.2 -3.8 3.0 9.7 20.0 3.1 20.0 8.2 HEATOIL -1.3 2.9 -6.8 -2.0 -4.3 -3.2 -4.0 -2.8 -2.4 -13.2 -12.1 -12.1 -10.9 -11.0 -7.2 2.3 2.7 -1.1 -1.5 -5.3 -8.8 -7.9 -8.7 -5.2 -19.8 -1.9 -5.2 -3.6 -5.2 -3.8 -3.0 -7.1 -0.6 -2.8 -1.1 0.8 -0.3 2.5 2.0 3.5 JGB-SGX-mini -17.4 -19.3 -1.3 -0.9 4.2 -0.4 4.3 0.3 1.4 1.1 -0.1 -8.3 1.4 -9.5 -6.8 20.0 17.4 18.7 17.2 -9.1 -3.5 -5.2 -0.0 -10.1 -12.0 -3.0 -0.4 -1.4 -1.7 -0.6 -3.3 20.0 -20.0 -20.0 -7.6 -0.4 -20.0 -15.2 -20.0 -11.0 JPY 11.0 -16.2 -2.8 -2.2 0.4 -1.4 -0.1 -0.4 -1.6 6.3 -3.1 7.2 -4.7 -0.2 -5.6 -10.5 -13.5 -10.9 -11.8 -4.5 -4.7 8.0 -5.2 1.6 20.0 -1.2 2.1 -1.3 2.8 -1.6 0.7 -19.7 15.4 12.4 3.2 -1.8 -12.2 -20.0 -9.4 -20.0 LEANHOG -10.6 13.8 20.0 -2.4 -9.4 -5.2 -4.8 -8.2 -2.7 4.7 10.8 14.4 4.9 20.0 20.0 -20.0 8.2 -9.2 9.9 20.0 20.0 14.1 5.4 20.0 -0.6 8.7 3.3 6.4 8.3 2.4 9.0 17.6 20.0 20.0 20.0 20.0 5.7 -5.6 10.4 0.3 LIVECOW 0.9 -0.9 12.7 -2.6 -9.9 -5.4 -5.1 -8.7 -2.9 6.7 20.0 19.1 18.4 7.4 20.0 -10.0 4.0 -5.7 0.3 15.1 19.3 11.0 19.7 11.9 -20.0 5.9 3.7 6.7 7.2 8.0 6.3 4.1 17.4 19.9 11.9 13.4 -5.3 20.0 1.3 20.0 LUMBER-new -0.4 20.0 17.0 -2.0 -7.6 -4.1 -3.9 -6.3 -2.2 7.0 6.5 -1.1 -4.4 11.6 15.8 -19.8 -18.8 -19.8 -19.1 19.4 11.9 4.4 -1.1 13.4 NaN 6.0 -1.4 4.0 -0.0 0.3 3.6 -20.0 -12.4 11.6 20.0 20.0 12.1 3.9 20.0 11.0 MILK -7.3 -20.0 -3.5 -1.3 -4.9 -2.7 -2.5 -4.3 -1.4 7.6 3.9 -5.7 5.9 -11.4 -9.2 -6.4 -3.2 6.9 6.3 -12.1 -1.5 -4.6 4.2 -13.1 13.5 -3.4 1.6 -0.6 -0.6 0.8 -3.4 1.6 -0.9 -10.4 -20.0 -2.1 -8.8 -20.0 -3.7 -20.0 MXP 2.3 -2.0 -12.8 -3.3 0.6 -2.1 -0.2 -0.7 -2.4 11.1 -12.9 -2.6 -10.9 -8.0 -10.8 11.7 13.2 11.7 11.8 -9.4 -13.6 1.5 -11.1 -4.2 -20.0 -4.5 2.8 -6.3 0.6 -5.0 -2.1 20.0 -5.0 6.6 5.6 -10.0 17.9 20.0 20.0 20.0 NASDAQ_micro 2.4 6.4 9.1 3.6 7.5 4.0 6.4 5.6 4.5 13.3 11.9 12.9 12.6 11.4 13.1 -10.2 -9.8 -9.6 -9.4 14.2 14.1 17.8 16.6 14.8 -20.0 4.8 6.0 5.5 5.1 7.5 4.5 -5.4 -4.9 -0.7 6.1 9.3 9.5 4.2 -4.4 -7.2 NIKKEI -5.8 0.2 4.5 3.5 7.3 3.9 6.2 5.4 4.4 12.1 5.7 1.3 6.8 -1.1 8.8 5.5 6.7 3.8 4.7 2.1 3.3 8.7 7.4 2.4 -9.1 -0.3 11.1 -1.0 5.2 2.3 1.3 20.0 -6.9 -14.7 -7.1 -13.3 20.0 12.1 20.0 14.8 NZD -6.0 -19.3 -7.9 -3.5 0.6 -2.3 -0.2 -0.7 -2.6 -3.7 -9.1 -8.4 -4.1 -11.6 -12.2 -1.4 -0.4 -1.0 -0.7 -12.5 -8.4 -4.0 -3.9 -9.7 1.7 -4.2 -1.4 -2.7 -1.3 -1.1 -3.3 1.2 -6.5 1.1 -2.4 0.9 -3.8 -5.3 -3.6 -0.6 OAT 14.7 -5.2 1.0 -0.8 5.4 -0.4 5.7 0.4 2.3 12.6 1.2 13.4 -2.0 5.5 -2.4 2.4 5.0 5.4 5.0 1.3 -1.1 16.7 -2.0 9.2 4.0 1.3 8.5 0.3 8.6 0.3 5.0 12.6 -3.3 6.3 10.1 5.1 -2.5 -14.6 16.2 5.5 OATIES -9.9 -7.6 20.0 -1.1 -4.3 -2.4 -2.2 -3.8 -1.3 8.8 1.1 -0.2 -6.3 -3.9 5.3 -16.2 -0.2 -6.6 -2.1 1.4 2.8 4.1 -0.3 -0.2 -20.0 -0.1 2.5 1.0 0.5 0.2 -1.2 -2.3 9.1 -14.7 -5.5 12.4 20.0 5.3 20.0 14.0 OJ 17.3 6.7 10.4 -2.1 -8.2 -4.5 -4.2 -7.2 -2.4 11.0 20.0 19.8 20.0 19.4 19.7 20.0 14.4 18.8 15.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 4.8 7.1 10.0 10.4 9.8 20.0 20.0 20.0 20.0 20.0 16.4 9.3 20.0 20.0 PALLAD -11.6 -6.2 15.3 -0.6 1.0 0.1 -0.6 -0.1 -1.4 -5.3 -0.1 -2.3 -3.2 -6.0 -2.5 -2.0 -2.1 -2.1 -2.0 -2.4 0.0 -3.4 -2.0 -4.7 13.6 -0.3 -0.8 0.6 -1.8 -0.3 -1.8 5.6 -5.3 -2.4 0.9 1.5 -14.0 -20.0 -20.0 -20.0 PLAT -11.9 -7.1 0.9 -1.0 1.6 0.1 -0.9 -0.1 -2.2 -0.6 -6.8 -7.1 -3.4 -10.4 -5.8 -4.3 -4.4 -4.3 -4.4 -6.3 -2.6 -4.9 -1.0 -8.3 5.5 -3.2 -3.3 -1.3 -5.3 -0.6 -5.4 1.5 -13.9 -7.5 -5.8 -8.2 8.3 -8.5 1.0 -2.2 REDWHEAT -12.7 -12.6 2.0 -2.1 -8.0 -4.4 -4.1 -7.0 -2.3 -17.2 -18.9 -19.5 -19.3 -20.0 -16.1 -11.2 -8.0 -10.7 -10.0 -19.7 -17.2 -20.0 -20.0 -20.0 -3.6 -7.0 -4.2 -5.6 -7.5 -6.0 -8.3 -16.5 -20.0 -20.0 -20.0 -13.2 -20.0 -20.0 -20.0 -20.0 RICE 15.1 -5.8 -7.8 -1.9 -7.5 -4.1 -3.8 -6.5 -2.2 9.4 1.6 16.6 8.2 7.7 -2.4 -9.6 16.8 -7.1 5.3 -2.1 -3.5 8.9 2.3 5.2 -14.2 -2.8 -0.3 -3.0 2.7 -0.5 0.8 20.0 4.2 20.0 -8.1 -11.6 -12.2 -20.0 -12.5 -20.0 ROBUSTA 17.6 -20.0 -19.3 -0.9 -3.6 -2.0 -1.9 -3.2 -1.0 -6.0 6.5 0.6 8.2 2.0 3.7 4.8 20.0 13.6 20.0 5.7 7.1 -1.1 9.9 5.5 -20.0 2.3 -2.7 2.7 0.9 4.3 2.7 20.0 13.8 20.0 9.6 17.0 4.7 1.4 9.1 7.9 RUSSELL 8.7 9.3 8.9 3.4 7.1 3.8 6.0 5.3 4.2 4.8 10.9 9.6 11.9 11.0 11.5 -6.3 -6.3 -6.2 -6.1 15.8 13.0 9.9 10.4 15.7 0.6 4.8 0.1 4.5 2.4 4.1 4.3 0.4 -5.6 8.7 19.3 14.4 -6.9 -12.4 -20.0 -20.0 SHATZ 13.7 -3.2 14.1 -0.5 3.6 -0.3 3.8 0.2 1.5 5.0 5.7 7.3 0.6 5.4 2.9 -20.0 -20.0 -20.0 -20.0 5.1 4.8 10.7 1.7 8.0 5.9 2.3 3.4 2.3 4.7 1.4 3.5 -20.0 -1.2 7.3 9.1 10.2 -7.9 -14.8 2.4 -5.3 SILVER-mini -12.9 -8.8 2.7 -0.9 1.6 0.1 -0.9 -0.1 -2.2 9.9 3.0 -3.8 7.7 -10.5 -0.5 -5.7 -6.3 -5.9 -6.0 -2.4 4.0 0.6 8.0 -5.3 -2.6 -0.2 4.5 2.1 0.6 3.5 -1.6 -1.5 6.7 2.0 2.0 5.0 7.8 -2.0 -0.7 7.4 SMI -6.7 -18.3 -13.9 3.4 7.1 3.8 6.0 5.3 4.2 8.2 0.4 1.7 8.4 -7.7 -7.9 0.7 0.3 0.3 -0.1 -8.6 -3.7 3.1 3.7 -5.4 8.0 -3.0 2.4 -0.2 1.2 3.4 -2.1 11.1 -7.0 -20.0 -19.5 -15.5 -6.2 1.7 -17.9 -9.1 SOFR 9.8 -20.0 -13.9 -0.8 5.4 -0.4 5.6 0.4 2.3 10.7 -1.7 10.7 2.8 -5.2 -10.7 -0.8 0.0 0.3 0.4 -11.1 -7.3 9.8 -1.2 -1.4 -5.8 -3.7 1.5 -2.5 1.3 -0.4 -1.4 4.5 -18.1 -12.7 -17.3 -14.8 -0.1 -7.6 17.1 15.0 SOYBEAN -8.3 -4.5 -9.8 -1.8 -7.0 -3.9 -3.6 -6.1 -2.0 -14.8 -17.3 -17.2 -17.1 -17.9 -15.9 -1.4 0.4 -2.2 -2.4 -17.8 -20.0 -13.4 -20.0 -15.7 -20.0 -6.8 -4.0 -8.1 -5.4 -8.8 -6.3 -3.4 -8.5 -13.7 -20.0 -17.5 2.4 -7.3 7.6 -2.0 SOYMEAL 0.3 -14.5 -6.7 -1.7 -6.8 -3.7 -3.5 -5.9 -2.0 -1.4 -16.9 -7.5 -16.9 -15.4 -16.7 -11.7 -0.3 -7.5 -4.4 -17.0 -18.6 -4.0 -19.9 -11.6 -20.0 -5.8 1.2 -5.6 -0.6 -4.9 -3.8 -5.0 11.2 -5.4 -20.0 -14.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 7.0 14.3 -0.7 -2.8 -1.6 -1.5 -2.5 -0.8 -2.4 -1.0 -6.2 -5.5 -5.4 -0.6 -3.1 0.2 -1.6 -0.7 -1.2 -0.5 -6.3 -2.9 -5.2 -14.2 -0.2 -2.0 0.2 -3.3 -0.7 -2.2 -1.6 -11.2 -10.7 -0.7 4.2 3.3 -5.8 11.6 -0.2 SP400 10.4 7.7 9.3 3.7 7.8 4.2 6.6 5.8 4.7 2.2 12.4 8.6 14.1 11.2 12.9 -7.6 -6.6 -7.4 -6.9 18.8 15.4 11.8 13.0 18.9 -10.5 5.3 0.5 4.9 3.2 4.6 5.1 -0.4 1.0 14.1 20.0 19.0 -2.4 -6.5 -17.7 -20.0 SP500_micro 8.4 4.4 13.5 4.7 9.9 5.3 8.4 7.4 5.9 17.6 19.2 19.1 19.6 18.2 19.3 -12.2 -11.8 -11.5 -11.5 20.0 20.0 20.0 20.0 20.0 -20.0 6.9 4.1 8.1 5.3 10.2 6.1 -8.9 -7.3 7.5 13.5 20.0 4.7 4.0 -12.7 -10.1 SUGAR11 -9.4 -5.4 19.9 -1.8 -6.8 -3.7 -3.5 -5.9 -2.0 -10.4 7.4 -11.4 -5.7 -12.4 7.3 20.0 20.0 20.0 20.0 2.3 6.5 -7.0 2.2 -5.4 -20.0 2.6 2.5 3.3 2.5 0.9 1.1 20.0 7.5 2.2 -3.3 20.0 -20.0 2.3 -20.0 6.4 US10 10.2 -20.0 -11.5 -0.5 3.9 -0.3 4.1 0.3 1.6 8.7 -2.9 8.8 -0.0 -3.3 -7.7 -3.1 -6.3 -4.3 -5.3 -7.6 -5.9 7.8 -2.8 -0.2 1.6 -2.6 1.4 -1.8 1.3 -0.5 -0.7 -6.0 -11.1 -7.4 -11.7 -10.5 -4.8 -18.0 9.5 8.9 US10U 10.7 -19.2 -9.4 -0.7 5.0 -0.4 5.2 0.3 2.1 11.1 -3.8 11.3 -0.1 -2.9 -9.2 -4.1 -3.7 -4.3 -4.2 -7.7 -6.3 9.8 -3.4 0.9 -1.4 -3.1 1.9 -2.4 2.0 -0.8 -0.6 -2.7 -13.1 -8.2 -12.2 -12.1 -2.8 -12.8 19.2 16.3 US2 4.9 -20.0 -9.7 -0.6 4.4 -0.4 4.6 0.3 1.9 10.4 -4.1 7.2 -2.7 -6.4 -9.8 -15.6 -20.0 -19.5 -20.0 -13.8 -9.0 6.5 -5.4 -6.2 16.6 -3.1 2.0 -1.7 0.7 -0.5 -1.8 -20.0 -16.3 -16.9 -17.2 -10.0 -7.2 -16.6 2.0 -7.5 US20 9.9 -16.9 -10.0 -0.5 3.7 -0.3 3.8 0.2 1.5 8.1 -2.7 8.3 1.6 -1.4 -6.8 -1.7 -1.4 -1.8 -1.6 -4.9 -4.2 8.1 -2.1 1.6 -3.0 -2.3 1.4 -1.7 1.5 -0.4 -0.4 1.7 -10.5 -6.5 -7.8 -8.7 0.2 -8.0 20.0 18.3 US30 8.9 -12.4 -7.4 -0.5 3.9 -0.3 4.0 0.3 1.6 8.6 -3.6 8.6 0.1 -0.3 -6.8 -3.0 -4.2 -2.8 -3.5 -4.0 -3.9 8.0 -2.6 2.1 -2.0 -2.2 2.1 -1.9 2.2 -0.7 -0.0 -2.6 -8.8 -6.7 -5.1 -7.4 -0.2 -7.5 20.0 17.1 US5 9.0 -20.0 -12.2 -0.6 4.6 -0.4 4.8 0.3 1.9 9.9 -3.9 9.5 -2.0 -5.4 -9.6 -5.3 -9.5 -7.1 -8.4 -11.3 -8.1 7.4 -3.9 -2.9 6.6 -3.0 1.8 -2.0 1.5 -0.6 -1.0 -11.5 -13.4 -10.3 -14.7 -12.2 -2.5 -14.6 10.6 5.7 VIX -9.8 -11.1 -3.9 -3.6 -0.9 -1.7 -2.9 -3.0 -4.5 -14.8 -13.4 -16.9 -13.6 -17.2 -16.8 -19.5 -20.0 -14.9 -17.9 -11.2 -6.4 -11.0 -10.1 -14.2 NaN -4.2 -1.7 -1.8 -4.3 -3.5 -5.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -15.7 -12.4 1.0 -2.2 -8.6 -4.7 -4.4 -7.5 -2.5 -20.0 -18.0 -20.0 -18.2 -20.0 -13.1 -14.5 -14.5 -13.9 -14.2 -20.0 -17.8 -20.0 -20.0 -20.0 5.4 -7.4 -4.9 -5.7 -8.3 -5.6 -9.2 -20.0 -20.0 -20.0 -20.0 -13.5 -20.0 -20.0 -18.4 -17.6 End of report for caleb_strategy_v3