******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241205_204446 produced at 2024-12-05 21:42:01.155636 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 False 0.03 0.00 -1.15 0.0 0.51 -0.51 0.00 -0.19 -35.96 16.0 0 -6 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.74 0.0 0.00 0.00 0.00 0.00 -9.11 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 -40.46 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 -2.80 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.10 -0.16 0.0 0.70 -0.70 -0.10 -0.05 -6.54 29.0 -4 -2 caleb_strategy_v3 CHF False False 0.05 -0.38 -0.10 0.0 0.62 -0.62 -0.38 -0.38 -2.05 13.0 -8 -8 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.08 0.0 0.09 -0.09 -0.05 -0.05 -10.37 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 -2.51 12.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.13 -0.06 0.0 0.63 -0.63 -0.13 -0.13 -1.26 14.0 -3 -3 caleb_strategy_v3 COPPER False False 0.04 -0.11 -0.06 0.0 999.00 -999.00 -0.11 -0.11 -1.55 999999999.0 -3 -3 caleb_strategy_v3 US5 False False 0.04 -0.15 -0.05 0.0 0.91 -0.91 -0.15 -0.15 -1.44 25.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.05 0.0 0.13 -0.13 -0.06 -0.06 -4.57 11.0 -5 -5 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.04 0.0 0.41 -0.41 -0.02 -0.02 -2.01 19.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.04 0.0 0.09 -0.09 -0.03 -0.03 -1.40 3.0 -1 -1 caleb_strategy_v3 NZD False False 0.02 0.00 -0.04 0.0 0.42 -0.42 0.00 0.00 -1.85 21.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.82 24.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.58 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.76 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 -0.77 17.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.07 -0.07 -0.04 -0.04 -2.90 8.0 -4 -4 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.59 -0.59 0.00 0.00 -1.09 22.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -3.29 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 -10.25 51.0 -7 -7 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.02 0.0 0.16 -0.16 0.00 0.00 -1.04 10.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.15 4.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -2.43 9.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -0.79 5.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -0.86 4.0 -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 -8.16 26.0 -7 -8 caleb_strategy_v3 GOLD_micro False False 0.01 -0.04 -0.01 0.0 0.50 -0.50 -0.04 -0.02 -1.32 56.0 -4 -2 caleb_strategy_v3 GASOLINE False False 0.03 -0.03 -0.01 0.0 999.00 -999.00 -0.03 -0.03 -0.25 999999999.0 -1 -1 caleb_strategy_v3 EUROSTX False True 0.02 -0.05 -0.01 0.0 0.00 -0.05 -0.05 -0.05 -0.78 20.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.07 -0.07 0.00 0.00 -0.16 2.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.01 -0.01 0.0 0.50 -0.50 -0.01 -0.01 -1.51 60.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.18 2.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.01 0.0 0.50 -0.50 -0.04 -0.04 -0.38 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.01 0.0 0.48 -0.48 -0.03 -0.03 -0.46 17.0 -1 -1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.75 5.0 0 0 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 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.22 18.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.00 0.0 0.26 -0.26 -0.04 -0.04 -0.06 6.0 -1 -1 caleb_strategy_v3 US20 False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.10 9.0 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 0.08 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.38 -0.38 0.00 0.00 0.19 23.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.01 0.0 0.48 -0.48 0.00 0.00 0.11 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.20 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 1.11 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False True 0.01 0.04 0.01 0.0 0.04 0.00 0.04 0.04 0.64 23.0 3 3 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.28 -0.28 0.00 0.00 4.92 68.0 0 0 caleb_strategy_v3 SP400 False True 0.11 0.23 0.02 0.0 0.23 0.00 0.23 0.23 0.19 2.0 2 2 caleb_strategy_v3 COCOA False False 0.03 0.07 0.03 0.0 0.86 -0.86 0.07 0.07 0.82 26.0 2 2 caleb_strategy_v3 BOBL False False 0.04 0.00 0.03 0.0 0.80 -0.80 0.00 0.00 0.76 19.0 0 0 caleb_strategy_v3 SP500_micro False True 0.01 0.01 0.03 0.0 0.01 0.00 0.01 0.01 2.85 48.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.02 0.03 0.0 0.50 -0.50 0.02 0.02 3.60 66.0 2 2 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.04 0.0 0.43 -0.43 0.03 0.03 1.44 17.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.02 0.04 0.0 0.07 -0.07 0.02 0.02 1.75 3.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.59 999999999.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.06 0.0 0.00 0.00 0.00 0.00 17.19 59.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.09 0.09 0.0 0.15 -0.15 0.09 0.09 7.32 13.0 8 8 caleb_strategy_v3 FEEDCOW False False 0.04 0.17 0.09 0.0 0.34 -0.34 0.17 0.17 2.07 8.0 4 4 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.10 0.0 0.32 -0.32 0.04 0.05 11.82 36.0 5 6 caleb_strategy_v3 DAX False False 0.01 0.05 0.10 0.0 0.42 -0.42 0.05 0.06 14.45 58.0 7 8 caleb_strategy_v3 OAT False False 0.04 0.13 0.11 0.0 0.45 -0.45 0.13 0.13 2.49 10.0 3 3 caleb_strategy_v3 BTP False False 0.04 0.04 0.15 0.0 0.44 -0.44 0.04 0.09 3.34 10.0 1 2 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.31 0.0 0.87 -0.87 0.00 0.00 15.06 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.1 Shocked risk 39.7 Sum abs risk 45.9 Leverage 5.86 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2964542.13, 'annual_cash_vol_target': 741135.5325, 'daily_cash_vol_target': 46320.97078125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6454 0.6400 10.2405 BITCOIN 2225.4287 100030.0000 2.2248 35.5962 BOBL 0.2349 118.8500 0.1977 3.1628 BTP 0.4769 123.0600 0.3875 6.2000 BUND 0.4486 136.3200 0.3291 5.2657 BUXL 1.0944 140.6800 0.7779 12.4471 CAC 57.8014 7337.0000 0.7878 12.6049 CAD 0.0027 0.7156 0.3722 5.9547 CANOLA 9.6224 602.5000 1.5971 25.5532 CHF 0.0056 1.1401 0.4939 7.9018 COCOA 192.1127 9851.0000 1.9502 31.2030 COFFEE 6.2821 314.5000 1.9975 31.9596 COPPER 0.0543 4.1990 1.2938 20.7012 CORN 3.8667 434.5000 0.8899 14.2386 COTTON2 0.8437 71.1100 1.1865 18.9846 CRUDE_W 1.0403 66.1800 1.5719 25.1507 DAX 148.2081 20384.0000 0.7271 11.6333 DOW 287.8916 44933.0000 0.6407 10.2514 DX 0.4251 105.4350 0.4032 6.4512 EUR 0.0056 1.0634 0.5289 8.4625 EURIBOR-ICE 0.0441 98.1050 0.0449 0.7187 EUROSTX 41.9509 4954.0000 0.8468 13.5489 FEEDCOW 1.7130 253.4000 0.6760 10.8163 GASOIL 10.3975 654.2500 1.5892 25.4276 GASOLINE 0.0353 1.9624 1.7970 28.7520 GAS_US_mini 0.1206 2.9550 4.0815 65.3035 GBP 0.0066 1.2753 0.5206 8.3303 GOLD_micro 24.6298 2653.5000 0.9282 14.8512 HEATOIL 0.0373 2.1612 1.7252 27.6026 JGB-SGX-mini 0.2045 142.2400 0.1438 2.3005 JPY 0.0000 0.0067 0.7140 11.4245 LEANHOG 1.0762 86.4500 1.2448 19.9173 LIVECOW 1.0394 186.2750 0.5580 8.9276 LUMBER-new 7.8089 607.0000 1.2865 20.5836 MILK 0.2521 19.1000 1.3197 21.1155 MXP 0.0004 0.0494 0.8035 12.8567 NASDAQ_micro 160.6675 21494.2500 0.7475 11.9599 NIKKEI 393.7401 39425.0000 0.9987 15.9793 NZD 0.0038 0.5891 0.6411 10.2569 OAT 0.4217 126.2700 0.3340 5.3438 OATIES 7.3071 364.5000 2.0047 32.0749 OJ 6.6128 481.2000 1.3742 21.9878 PALLAD 25.5093 975.5000 2.6150 41.8400 PLAT 14.1354 945.5000 1.4950 23.9203 REDWHEAT 8.4728 553.2500 1.5315 24.5034 RICE 0.1415 15.2350 0.9285 14.8566 ROBUSTA 131.6801 4883.0000 2.6967 43.1473 RUSSELL 25.8613 2438.1000 1.0607 16.9714 SHATZ 0.0844 107.1950 0.0787 1.2593 SILVER-mini 0.4779 31.7500 1.5052 24.0824 SMI 84.5612 11778.0000 0.7180 11.4873 SOFR 0.0569 96.3850 0.0590 0.9441 SOYBEAN 8.8121 1007.2500 0.8749 13.9979 SOYMEAL 3.5461 296.2000 1.1972 19.1553 SOYOIL 0.8482 42.8700 1.9784 31.6551 SP400 28.0479 3345.0000 0.8385 13.4160 SP500_micro 33.8508 6094.0000 0.5555 8.8877 SUGAR11 0.2697 19.9000 1.3553 21.6849 US10 0.3766 111.1875 0.3387 5.4188 US10U 0.5430 114.8750 0.4727 7.5631 US2 0.0906 103.1055 0.0879 1.4064 US20 0.7923 119.8438 0.6611 10.5779 US30 1.2777 128.0312 0.9980 15.9679 US5 0.2315 107.5859 0.2152 3.4433 VIX 0.4871 16.8500 2.8908 46.2528 WHEAT 7.4761 600.0000 1.2460 19.9364 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 645.45 0.64 413.11 1.00 413.11 46320.97 112.13 -6.93 -77.66 BITCOIN 100.03 2.22 222.54 1.00 222.54 46320.97 208.14 7.63 158.78 BOBL 1188.50 0.20 234.93 1.05 247.23 46320.97 187.36 3.98 74.49 BTP 1230.60 0.39 476.86 1.05 501.82 46320.97 92.31 10.60 97.89 BUND 1363.20 0.33 448.63 1.05 472.12 46320.97 98.11 1.06 10.43 BUXL 1406.80 0.78 1094.41 1.05 1151.70 46320.97 40.22 5.03 20.21 CAC 733.70 0.79 578.01 1.05 608.27 46320.97 76.15 -9.68 -73.72 CAD 715.60 0.37 266.32 1.00 266.32 46320.97 173.93 -14.48 -251.92 CANOLA 120.50 1.60 192.45 0.71 136.87 46320.97 338.43 -12.45 -421.50 CHF 1425.12 0.49 703.81 1.00 703.81 46320.97 65.81 -11.98 -78.86 COCOA 985.10 1.95 1921.13 1.00 1921.13 46320.97 24.11 15.97 38.49 COFFEE 1179.38 2.00 2355.77 1.00 2355.77 46320.97 19.66 6.48 12.73 COPPER 1049.75 1.29 1358.20 1.00 1358.20 46320.97 34.10 -4.21 -14.34 CORN 217.25 0.89 193.33 1.00 193.33 46320.97 239.59 -17.79 -426.33 COTTON2 355.55 1.19 421.87 1.00 421.87 46320.97 109.80 -19.43 -213.38 CRUDE_W 661.80 1.57 1040.30 1.00 1040.30 46320.97 44.53 -1.64 -7.29 DAX 203.84 0.73 148.21 1.05 155.97 46320.97 296.99 14.26 423.55 DOW 224.66 0.64 143.95 1.00 143.95 46320.97 321.79 4.81 154.70 DX 1054.35 0.40 425.11 1.00 425.11 46320.97 108.96 5.61 61.13 EUR 1329.31 0.53 703.08 1.00 703.08 46320.97 65.88 -7.40 -48.75 EURIBOR-ICE 2452.62 0.04 110.17 1.05 115.94 46320.97 399.54 11.05 441.48 EUROSTX 495.40 0.85 419.51 1.05 441.47 46320.97 104.92 -2.19 -22.93 FEEDCOW 1267.00 0.68 856.51 1.00 856.51 46320.97 54.08 11.53 62.38 GASOIL 654.25 1.59 1039.75 1.00 1039.75 46320.97 44.55 -4.46 -19.85 GASOLINE 824.21 1.80 1481.10 1.00 1481.10 46320.97 31.27 -1.88 -5.87 GAS_US_mini 73.88 4.08 301.52 1.00 301.52 46320.97 153.63 -4.90 -75.34 GBP 797.06 0.52 414.99 1.00 414.99 46320.97 111.62 -3.75 -41.90 GOLD_micro 265.35 0.93 246.30 1.00 246.30 46320.97 188.07 -2.05 -38.55 HEATOIL 907.70 1.73 1565.94 1.00 1565.94 46320.97 29.58 -10.94 -32.36 JGB-SGX-mini 142240.00 0.14 20451.16 0.01 136.28 46320.97 339.89 -9.77 -332.06 JPY 843.62 0.71 602.38 1.00 602.38 46320.97 76.90 -2.28 -17.55 LEANHOG 345.80 1.24 430.46 1.00 430.46 46320.97 107.61 11.19 120.37 LIVECOW 745.10 0.56 415.74 1.00 415.74 46320.97 111.42 3.89 43.40 LUMBER-new 166.92 1.29 214.75 1.00 214.75 46320.97 215.70 2.40 51.82 MILK 382.00 1.32 504.13 1.00 504.13 46320.97 91.88 -3.83 -35.16 MXP 247.15 0.80 198.60 1.00 198.60 46320.97 233.24 -0.44 -10.28 NASDAQ_micro 429.88 0.75 321.34 1.00 321.34 46320.97 144.15 1.92 27.69 NIKKEI 39425.00 1.00 39374.01 0.01 262.38 46320.97 176.54 6.18 109.18 NZD 589.10 0.64 377.65 1.00 377.65 46320.97 122.66 -5.82 -71.40 OAT 1262.70 0.33 421.72 1.05 443.80 46320.97 104.37 6.99 72.91 OATIES 182.25 2.00 365.35 1.00 365.35 46320.97 126.78 -3.82 -48.41 OJ 721.80 1.37 991.93 1.00 991.93 46320.97 46.70 17.54 81.90 PALLAD 975.50 2.62 2550.93 1.00 2550.93 46320.97 18.16 -2.59 -4.71 PLAT 472.75 1.50 706.77 1.00 706.77 46320.97 65.54 -4.64 -30.41 REDWHEAT 276.62 1.53 423.64 1.00 423.64 46320.97 109.34 -20.00 -218.68 RICE 304.70 0.93 282.93 1.00 282.93 46320.97 163.72 -5.40 -88.35 ROBUSTA 488.30 2.70 1316.80 1.00 1316.80 46320.97 35.18 4.58 16.12 RUSSELL 121.90 1.06 129.31 1.00 129.31 46320.97 358.23 4.14 148.36 SHATZ 1071.95 0.08 84.37 1.05 88.78 46320.97 521.73 -1.54 -80.58 SILVER-mini 793.75 1.51 1194.71 1.00 1194.71 46320.97 38.77 0.63 2.44 SMI 1177.80 0.72 845.61 1.13 954.53 46320.97 48.53 -3.51 -17.01 SOFR 2409.62 0.06 142.18 1.00 142.18 46320.97 325.80 -4.60 -149.93 SOYBEAN 503.62 0.87 440.60 1.00 440.60 46320.97 105.13 -17.96 -188.84 SOYMEAL 296.20 1.20 354.61 1.00 354.61 46320.97 130.62 -20.00 -261.25 SOYOIL 257.22 1.98 508.90 1.00 508.90 46320.97 91.02 -5.77 -52.56 SP400 3345.00 0.84 2804.79 1.00 2804.79 46320.97 16.51 3.54 5.85 SP500_micro 304.70 0.56 169.25 1.00 169.25 46320.97 273.68 4.48 122.73 SUGAR11 222.88 1.36 302.07 1.00 302.07 46320.97 153.34 -0.66 -10.15 US10 1111.88 0.34 376.57 1.00 376.57 46320.97 123.01 -4.97 -61.12 US10U 1148.75 0.47 543.01 1.00 543.01 46320.97 85.30 -3.56 -30.34 US2 2062.11 0.09 181.26 1.00 181.26 46320.97 255.54 -8.65 -221.11 US20 1198.44 0.66 792.31 1.00 792.31 46320.97 58.46 -1.32 -7.70 US30 1280.31 1.00 1277.75 1.00 1277.75 46320.97 36.25 -1.23 -4.47 US5 1075.86 0.22 231.53 1.00 231.53 46320.97 200.06 -5.67 -113.45 VIX 168.50 2.89 487.10 1.00 487.10 46320.97 95.10 -17.24 -163.93 WHEAT 300.00 1.25 373.81 1.00 373.81 46320.97 123.92 -20.00 -247.83 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -77.656 0.010 2.5 -2.015 BITCOIN 158.775 0.043 2.5 17.193 BOBL 74.490 0.004 2.5 0.755 BTP 97.890 0.014 2.5 3.339 BUND 10.426 0.004 2.5 0.106 BUXL 20.215 0.004 2.5 0.205 CAC -73.717 0.014 2.5 -2.514 CAD -251.916 0.010 2.5 -6.536 CANOLA -421.502 0.010 2.5 -10.255 CHF -78.864 0.010 2.5 -2.046 COCOA 38.494 0.009 2.5 0.824 COFFEE 12.734 0.005 2.5 0.149 COPPER -14.344 0.043 2.5 -1.553 CORN -426.331 0.010 2.5 -10.372 COTTON2 -213.380 0.009 2.5 -4.570 CRUDE_W -7.288 0.043 2.5 -0.789 DAX 423.546 0.014 2.5 14.446 DOW 154.700 0.009 2.5 3.595 DX 61.125 0.010 2.5 1.586 EUR -48.754 0.010 2.5 -1.265 EURIBOR-ICE 441.485 0.014 2.5 15.058 EUROSTX -22.932 0.014 2.5 -0.782 FEEDCOW 62.378 0.013 2.5 2.067 GASOIL -19.853 0.017 2.5 -0.861 GASOLINE -5.868 0.017 2.5 -0.254 GAS_US_mini -75.337 0.043 2.5 -8.158 GBP -41.897 0.010 2.5 -1.087 GOLD_micro -38.554 0.014 2.5 -1.315 HEATOIL -32.361 0.017 2.5 -1.403 JGB-SGX-mini -332.059 0.043 2.5 -35.958 JPY -17.549 0.010 2.5 -0.455 LEANHOG 120.373 0.024 2.5 7.316 LIVECOW 43.397 0.013 2.5 1.438 LUMBER-new 51.821 0.009 2.5 1.110 MILK -35.158 0.009 2.5 -0.753 MXP -10.281 0.059 2.5 -1.509 NASDAQ_micro 27.689 0.009 2.5 0.643 NIKKEI 109.181 0.043 2.5 11.823 NZD -71.402 0.010 2.5 -1.853 OAT 72.905 0.014 2.5 2.487 OATIES -48.407 0.010 2.5 -1.178 OJ 81.903 0.009 2.5 1.754 PALLAD -4.706 0.014 2.5 -0.161 PLAT -30.413 0.014 2.5 -1.037 REDWHEAT -218.681 0.005 2.5 -2.901 RICE -88.355 0.010 2.5 -2.150 ROBUSTA 16.121 0.005 2.5 0.188 RUSSELL 148.361 0.013 2.5 4.916 SHATZ -80.578 0.004 2.5 -0.817 SILVER-mini 2.441 0.014 2.5 0.083 SMI -17.011 0.014 2.5 -0.580 SOFR -149.932 0.024 2.5 -9.112 SOYBEAN -188.836 0.004 2.5 -1.756 SOYMEAL -261.248 0.004 2.5 -2.430 SOYOIL -52.556 0.004 2.5 -0.489 SP400 5.846 0.013 2.5 0.194 SP500_micro 122.729 0.009 2.5 2.852 SUGAR11 -10.148 0.009 2.5 -0.216 US10 -61.118 0.005 2.5 -0.774 US10U -30.336 0.005 2.5 -0.384 US2 -221.113 0.005 2.5 -2.802 US20 -7.703 0.005 2.5 -0.098 US30 -4.468 0.005 2.5 -0.057 US5 -113.448 0.005 2.5 -1.438 VIX -163.926 0.099 2.5 -40.464 WHEAT -247.834 0.005 2.5 -3.288 ===================== Position diags ===================== AUD 2.91 BITCOIN 22.54 BOBL 1.90 BTP 3.15 BUND 0.99 BUXL 0.41 CAC 2.60 CAD 4.51 CANOLA 8.23 CHF 1.71 COCOA 0.52 COFFEE 0.23 COPPER 3.69 CORN 5.83 COTTON2 2.35 CRUDE_W 4.82 DAX 10.13 DOW 7.48 DX 2.83 EUR 1.71 EURIBOR-ICE 13.63 EUROSTX 3.58 FEEDCOW 1.79 GASOIL 1.93 GASOLINE 1.36 GAS_US_mini 16.64 GBP 2.90 GOLD_micro 6.41 HEATOIL 1.28 JGB-SGX-mini 36.81 JPY 2.00 LEANHOG 6.54 LIVECOW 3.69 LUMBER-new 4.62 MILK 1.97 MXP 34.23 NASDAQ_micro 3.35 NIKKEI 19.12 NZD 3.18 OAT 3.56 OATIES 3.08 OJ 1.00 PALLAD 0.62 PLAT 2.24 REDWHEAT 1.45 RICE 3.98 ROBUSTA 0.41 RUSSELL 11.87 SHATZ 5.29 SILVER-mini 1.32 SMI 1.66 SOFR 19.80 SOYBEAN 0.98 SOYMEAL 1.21 SOYOIL 0.85 SP400 0.55 SP500_micro 6.36 SUGAR11 3.26 US10 1.56 US10U 1.08 US2 3.24 US20 0.74 US30 0.46 US5 2.54 VIX 23.47 WHEAT 1.64 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.0 -2.3 -1.7 -1.0 -1 BITCOIN 17.2 14.9 19.4 0.0 0 BOBL 0.8 0.6 0.9 0.0 0 BTP 3.3 3.0 3.7 1.0 1 BUND 0.1 0.0 0.2 0.0 0 BUXL 0.2 0.2 0.2 0.0 0 CAC -2.5 -2.8 -2.3 0.0 0 CAD -6.5 -7.0 -6.1 -4.0 -4 CANOLA -10.3 -11.1 -9.4 -7.0 -7 CHF -2.0 -2.2 -1.9 -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 -10.4 -11.0 -9.8 -7.0 -7 COTTON2 -4.6 -4.8 -4.3 -5.0 -5 CRUDE_W -0.8 -1.3 -0.3 -1.0 -1 DAX 14.4 13.4 15.5 7.0 7 DOW 3.6 2.8 4.3 2.0 2 DX 1.6 1.3 1.9 0.0 0 EUR -1.3 -1.4 -1.1 -3.0 -3 EURIBOR-ICE 15.1 13.7 16.4 0.0 0 EUROSTX -0.8 -1.1 -0.4 -3.0 -3 FEEDCOW 2.1 1.9 2.2 4.0 4 GASOIL -0.9 -1.1 -0.7 -2.0 -2 GASOLINE -0.3 -0.4 -0.1 -1.0 -1 GAS_US_mini -8.2 -9.8 -6.5 -7.0 -7 GBP -1.1 -1.4 -0.8 0.0 0 GOLD_micro -1.3 -2.0 -0.7 -4.0 -4 HEATOIL -1.4 -1.5 -1.3 -1.0 -1 JGB-SGX-mini -36.0 -39.6 -32.3 0.0 0 JPY -0.5 -0.7 -0.3 -1.0 -1 LEANHOG 7.3 6.7 8.0 8.0 8 LIVECOW 1.4 1.1 1.8 1.0 1 LUMBER-new 1.1 0.6 1.6 0.0 0 MILK -0.8 -0.9 -0.6 0.0 0 MXP -1.5 -4.9 1.9 -1.0 -1 NASDAQ_micro 0.6 0.3 1.0 3.0 3 NIKKEI 11.8 9.9 13.7 5.0 5 NZD -1.9 -2.2 -1.5 0.0 0 OAT 2.5 2.1 2.8 3.0 3 OATIES -1.2 -1.5 -0.9 NaN 0 OJ 1.8 1.7 1.9 1.0 1 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT -1.0 -1.3 -0.8 0.0 0 REDWHEAT -2.9 -3.0 -2.8 -4.0 -4 RICE -2.1 -2.5 -1.8 NaN 0 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 4.9 3.7 6.1 0.0 0 SHATZ -0.8 -1.3 -0.3 NaN 0 SILVER-mini 0.1 -0.0 0.2 0.0 0 SMI -0.6 -0.7 -0.4 0.0 0 SOFR -9.1 -11.1 -7.1 NaN 0 SOYBEAN -1.8 -1.9 -1.7 -3.0 -3 SOYMEAL -2.4 -2.6 -2.3 -2.0 -2 SOYOIL -0.5 -0.6 -0.4 0.0 0 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 2.9 2.2 3.5 1.0 1 SUGAR11 -0.2 -0.5 0.1 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 -2.5 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.1 -0.1 -0.0 -1.0 -1 US5 -1.4 -1.7 -1.2 -4.0 -4 VIX -40.5 -42.8 -38.1 -30.0 -30 WHEAT -3.3 -3.5 -3.1 -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 -0.1 -0.0 -0.5 -0.2 -0.1 0.0 -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 0.1 0.5 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 0.2 0.1 -0.2 0.3 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 0.0 0.0 0.0 0.0 0.1 0.1 -0.0 0.1 0.0 -0.3 -0.1 0.0 -0.0 0.1 0.0 0.1 0.0 0.1 0.5 0.0 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 0.3 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 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 0.8 0.4 0.6 0.6 0.6 -0.2 -0.4 0.4 0.3 BUND 0.6 -0.1 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 -0.2 -0.2 -0.3 -0.2 0.1 0.0 0.2 0.0 0.2 0.1 0.0 0.0 0.0 0.1 0.0 0.1 -0.6 0.1 0.5 0.4 0.2 -0.7 -0.7 0.1 -0.0 BUXL 0.6 0.2 0.1 -0.0 0.0 -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 0.1 0.2 0.0 0.2 -0.4 0.0 0.1 0.1 0.1 0.0 0.1 0.2 0.3 0.6 0.6 0.3 -0.7 -0.7 -0.3 -0.3 CAC -0.2 -0.4 -0.3 0.1 0.1 0.1 0.1 0.3 0.1 0.2 -0.4 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.0 -0.2 -0.1 -0.9 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.2 -0.4 -0.6 -0.6 -0.6 0.1 0.2 -0.1 -0.1 CAD -0.1 -0.5 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -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 -0.2 -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 -0.1 -0.4 0.0 0.1 -0.3 -0.4 -0.1 -0.2 CHF -0.1 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.0 -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 -0.0 -0.2 -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 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 COFFEE 0.6 0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.4 0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.4 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 -0.0 0.1 COPPER -0.4 -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 0.1 -0.0 0.1 0.2 -0.1 -0.4 -0.0 0.3 0.4 0.2 0.7 CORN -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.0 -0.5 -0.2 -0.7 -0.2 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -1.4 -0.1 -0.0 -0.3 -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 0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -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 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.9 0.2 -0.2 -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 -0.2 -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 0.4 -0.1 0.2 0.1 0.1 0.1 0.1 0.2 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 0.4 0.2 1.0 0.0 0.1 0.1 0.1 0.2 0.1 -0.3 0.5 0.5 0.1 0.3 0.7 0.4 0.4 0.1 DOW 0.4 0.1 0.4 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -1.7 0.1 0.0 0.1 0.0 0.2 0.1 -0.4 -0.1 0.4 0.5 0.6 -0.0 0.1 -0.5 -0.3 DX 0.2 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 0.1 -2.7 0.0 -0.0 0.1 0.0 0.0 0.0 0.7 -0.5 0.6 0.6 0.6 -0.1 0.1 -0.1 0.2 EUR -0.3 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 1.9 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.5 -0.0 -0.4 -0.3 -0.3 0.0 -0.4 -0.0 -0.4 EURIBOR-ICE 0.5 -0.0 0.3 -0.0 0.0 -0.0 0.0 0.0 0.0 0.0 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 1.4 0.0 0.0 0.1 0.0 0.1 0.0 0.4 -0.0 0.3 0.4 0.5 -0.1 -0.5 0.4 0.2 EUROSTX 0.1 -0.3 -0.2 0.0 0.1 0.1 0.1 0.2 0.1 0.1 -0.1 0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 0.1 0.0 -0.4 -0.0 0.1 -0.0 0.1 0.1 0.0 0.3 0.1 -0.4 -0.6 -0.5 0.2 0.1 -0.4 -0.3 FEEDCOW 0.6 0.6 0.4 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.1 0.2 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 0.4 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 -0.1 -0.1 -0.1 -0.2 -0.0 0.6 -0.0 -0.1 -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 -0.0 -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 0.2 0.1 0.0 0.2 0.1 0.3 0.3 0.5 GAS_US_mini 0.3 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 -0.3 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.3 -0.0 2.7 -0.0 -0.0 -0.1 -0.1 -0.2 -0.0 -1.1 -0.3 0.4 -0.2 0.0 -0.4 -0.5 -0.3 -0.5 GBP -0.3 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.0 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 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.1 -0.2 -0.1 0.1 0.2 -0.4 0.6 -0.4 GOLD_micro -0.4 -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 -0.1 -0.1 0.1 0.3 0.7 0.1 0.7 0.3 HEATOIL -0.1 0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.2 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 JGB-SGX-mini -0.5 -0.6 -0.1 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.5 -0.6 -0.3 -0.1 -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 -0.0 0.1 -0.1 0.0 2.7 -0.0 0.0 -0.0 0.0 -0.1 0.0 -1.0 0.3 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 0.1 0.2 0.2 0.2 -0.4 0.2 -0.2 0.2 0.2 0.2 0.1 0.2 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 0.4 0.0 LIVECOW -0.0 -0.1 0.4 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 0.5 0.1 0.7 0.0 0.2 -0.2 0.1 -0.1 0.0 0.1 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.2 0.0 0.3 0.0 0.2 -0.0 0.4 0.3 0.4 -0.2 0.7 0.0 0.7 LUMBER-new -0.2 0.7 0.6 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.1 0.2 -0.1 -0.2 0.1 0.2 -0.5 -0.4 -0.5 -0.4 0.2 0.1 -0.0 -0.0 0.1 NaN 0.1 -0.0 0.1 -0.0 0.0 0.0 -1.2 -0.4 0.3 0.7 0.7 0.5 0.2 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 -0.0 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 0.2 -0.3 -0.6 -0.1 -0.3 -0.7 -0.1 -0.7 MXP 0.2 -0.0 -0.4 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.4 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 -0.0 0.2 0.2 -0.3 0.6 0.7 0.7 0.7 NASDAQ_micro 0.1 0.2 0.4 0.0 0.1 0.1 0.1 0.2 0.1 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 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.3 0.1 -0.3 -0.1 -0.1 0.2 0.3 0.3 0.1 -0.1 -0.2 NIKKEI -0.1 0.0 0.2 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.0 0.3 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 -0.1 -0.4 -0.2 -0.4 0.7 0.4 0.7 0.5 NZD -0.1 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.2 -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 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.0 0.2 -0.1 0.1 -0.0 -0.0 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 0.1 0.7 -0.1 0.2 0.3 0.2 -0.1 -0.5 0.6 0.2 OATIES -0.3 -0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 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 -0.0 -0.5 -0.2 0.4 0.7 0.2 0.7 0.5 OJ 0.6 0.2 0.4 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 0.0 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 0.6 0.3 0.7 0.7 PALLAD -0.3 -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 -0.2 -0.1 -0.0 0.0 -0.5 -0.7 -0.7 -0.7 PLAT -0.3 -0.3 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 -0.4 -0.3 -0.2 -0.3 0.3 -0.3 0.0 -0.1 REDWHEAT -0.3 -0.4 0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.2 -0.5 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.9 -0.4 -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 0.0 0.0 0.2 0.3 0.1 -0.0 -0.2 0.3 -0.1 0.1 -0.0 -0.0 0.0 0.1 0.0 -1.9 -0.0 -0.0 -0.1 0.0 -0.0 0.0 1.1 -0.0 0.6 -0.2 -0.4 -0.4 -0.7 -0.4 -0.7 ROBUSTA 0.5 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 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 0.1 0.0 1.1 0.3 0.6 0.3 0.5 0.2 0.1 0.3 0.3 RUSSELL 0.2 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 0.2 0.0 0.0 -0.3 0.1 0.6 0.5 -0.2 -0.4 -0.7 -0.7 SHATZ 0.4 -0.1 0.4 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 0.2 0.0 0.0 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 0.0 0.0 0.1 0.8 0.0 -0.0 0.1 0.0 0.1 0.0 -1.1 -0.3 0.1 0.3 0.3 -0.3 -0.5 0.1 -0.2 SILVER-mini -0.3 -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 -0.0 -0.4 -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 -0.1 -0.6 -0.4 0.0 0.1 0.1 0.1 0.2 0.1 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 0.4 -0.6 -0.5 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 -0.0 -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 0.3 -0.4 -0.5 -0.6 -0.5 -0.0 -0.2 0.6 0.5 SOYBEAN -0.2 -0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -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 -0.0 -0.3 -0.1 -0.2 -0.0 -0.5 -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 -0.0 -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 0.4 -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 -0.0 -0.1 -0.1 -1.9 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.4 -0.0 0.1 0.1 -0.2 0.4 -0.0 SP400 0.3 0.3 0.3 0.0 0.1 0.1 0.1 0.2 0.1 -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 0.4 0.2 -1.4 0.1 -0.0 0.1 0.0 0.2 0.1 -0.0 -0.2 0.3 0.6 0.6 -0.1 -0.2 -0.6 -0.7 SP500_micro 0.3 0.2 0.6 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 -0.0 -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 0.3 0.1 -0.1 0.6 -0.7 0.1 -0.7 0.2 US10 0.4 -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 -0.1 0.0 -0.0 -0.0 -0.2 -0.2 -0.3 -0.4 -0.4 -0.2 -0.6 0.3 0.3 US10U 0.4 -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 -0.2 -0.3 -0.4 -0.4 -0.1 -0.4 0.6 0.5 US2 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 -0.3 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.2 -0.1 2.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -1.1 -0.3 -0.6 -0.6 -0.3 -0.3 -0.5 0.1 -0.2 US20 0.4 -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 -0.0 -0.0 0.1 -0.1 0.0 -0.4 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.2 -0.2 -0.2 -0.3 -0.0 -0.3 0.7 0.6 US30 0.4 -0.3 -0.3 -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 -0.2 0.7 0.6 US5 0.4 -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 -0.5 -0.3 -0.4 -0.5 -0.4 -0.1 -0.5 0.3 0.2 VIX -0.4 -0.6 -0.2 -0.1 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.6 -0.2 -0.8 -0.3 -0.3 -0.6 -0.6 -0.5 -0.6 -0.2 -0.1 -0.1 -0.5 -0.2 NaN -0.1 0.0 -0.1 -0.0 -0.2 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.4 -0.4 0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 0.7 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -1.1 -0.4 -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 -6.5 -18.7 -6.6 -4.0 1.8 -2.6 0.3 -0.9 -2.6 -9.3 -9.0 -12.7 -2.9 -14.5 -14.2 -0.4 -1.5 -0.4 -0.9 -13.0 -7.8 -9.3 -3.2 -12.3 3.5 -4.9 -3.7 -2.8 -3.7 -0.9 -4.7 -0.0 -20.0 -5.0 -3.5 1.4 -2.4 -5.4 -1.8 -3.7 BITCOIN 20.0 20.0 13.0 -1.6 1.9 0.1 -1.1 -0.2 -3.4 14.4 16.8 19.8 16.7 20.0 20.0 -9.5 -7.2 -7.9 -7.3 20.0 20.0 20.0 20.0 20.0 -20.0 7.8 2.5 5.5 4.2 4.3 7.3 -3.3 11.8 20.0 20.0 20.0 0.8 -2.6 -3.0 0.6 BOBL 20.0 -4.1 4.7 -0.4 3.4 -0.3 4.5 0.3 2.2 1.8 4.4 8.3 -1.3 6.4 1.1 -12.6 -4.8 1.5 -0.7 4.9 2.8 12.7 0.9 11.0 3.9 2.1 0.8 1.4 4.9 1.1 4.4 0.8 -3.5 9.6 9.3 7.4 -8.5 -13.8 6.9 0.8 BTP 20.0 0.5 5.3 -0.7 5.6 -0.5 7.4 0.5 3.5 18.4 14.6 20.0 18.0 15.5 11.9 6.2 5.3 6.5 5.6 16.7 14.0 20.0 14.7 20.0 -20.0 5.8 10.6 4.8 12.0 5.0 9.1 14.5 14.9 20.0 20.0 20.0 -6.4 -12.2 12.2 10.4 BUND 20.0 -3.5 1.7 -0.5 4.2 -0.4 5.5 0.4 2.6 7.3 4.5 12.1 1.3 8.5 1.1 -9.8 -7.9 -14.8 -12.2 6.3 2.7 20.0 1.2 16.2 0.8 2.6 3.3 1.4 7.4 1.2 5.9 -11.7 5.0 16.3 12.7 7.3 -20.0 -19.7 2.3 -1.1 BUXL 20.0 5.5 3.1 -0.6 4.9 -0.4 6.4 0.5 3.1 13.6 6.6 16.7 1.6 13.8 7.7 0.8 -1.2 0.3 -0.5 13.1 5.0 20.0 0.3 20.0 -3.0 4.2 5.6 2.0 9.3 1.1 8.0 3.8 11.8 20.0 20.0 10.7 -20.0 -20.0 -8.7 -8.3 CAC -5.7 -12.4 -9.3 5.0 8.9 5.3 8.7 7.1 6.4 17.5 -15.6 -2.0 -5.3 -12.6 -14.4 -5.6 -3.7 -5.5 -4.8 -15.5 -14.6 3.8 -8.0 -9.7 -6.4 -5.9 6.5 -5.2 1.7 -2.1 -3.7 3.9 -17.4 -20.0 -20.0 -20.0 4.4 6.9 -4.5 -2.8 CAD -3.0 -16.4 -10.0 -5.6 2.6 -3.7 0.4 -1.2 -3.7 -7.8 -18.8 -15.4 -19.1 -20.0 -20.0 -6.2 -4.5 -5.9 -5.3 -20.0 -19.5 -10.7 -14.0 -18.7 1.0 -7.6 -1.1 -6.1 -3.5 -4.1 -6.1 -6.2 -20.0 -5.2 -11.7 -9.2 -5.9 -7.4 -8.9 -7.4 CANOLA -20.0 -1.3 5.7 -0.8 -2.0 -1.6 -1.5 -2.5 -0.9 2.7 -2.1 -5.3 -5.4 -5.3 -1.8 -14.1 -12.6 -14.7 -14.2 -4.9 -2.9 -6.3 -4.2 -8.3 -11.2 -0.7 0.3 -0.1 -1.7 -1.1 -2.1 -20.0 -5.5 -13.0 0.2 4.3 -9.1 -11.5 -2.5 -5.8 CHF -4.0 -20.0 -9.2 -3.1 1.4 -2.1 0.2 -0.7 -2.0 8.8 -4.9 -1.1 -5.1 -8.2 -9.7 -14.8 -16.0 -15.2 -15.4 -12.3 -7.3 -0.7 -2.9 -9.1 3.8 -3.7 2.0 -2.0 -0.3 -0.5 -2.8 -20.0 -1.9 -5.7 -7.8 -6.6 -10.0 -9.7 -15.4 -13.7 COCOA 20.0 20.0 6.2 -1.1 -2.7 -2.2 -2.0 -3.4 -1.3 8.6 6.5 9.9 7.2 10.3 10.2 1.2 20.0 19.7 20.0 20.0 16.8 20.0 15.9 20.0 -20.0 3.6 2.1 3.1 2.7 3.9 3.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 COFFEE 20.0 5.7 -0.7 -1.9 -4.7 -3.7 -3.4 -5.9 -2.2 1.7 15.4 10.7 16.2 12.7 13.5 2.9 4.6 2.6 3.4 20.0 18.9 20.0 16.5 20.0 -20.0 5.9 3.8 4.2 5.8 3.8 7.3 6.2 20.0 20.0 20.0 20.0 -8.6 -6.7 -1.2 1.7 COPPER -11.3 -14.5 -4.1 -0.8 0.9 0.1 -0.5 -0.1 -1.6 9.5 -6.8 -6.2 -1.7 -8.7 -7.0 -5.9 -3.7 -4.8 -4.0 -7.0 -3.7 -0.6 0.4 -6.3 -13.1 -1.8 1.8 -0.2 0.0 1.4 -2.0 2.7 6.4 -2.8 -11.3 -1.0 10.2 12.6 6.8 20.0 CORN -7.7 0.1 -1.8 -2.5 -6.4 -5.1 -4.7 -8.0 -3.0 3.0 -20.0 -17.6 -20.0 -19.8 -11.4 -7.1 -13.4 -10.0 -12.7 -15.2 -20.0 -9.8 -20.0 -14.9 -10.8 -8.4 -0.1 -9.3 -7.7 -12.1 -9.6 -20.0 -19.1 -20.0 -20.0 -15.2 12.5 -1.7 18.7 2.8 COTTON2 -2.9 -4.6 4.5 -2.2 -5.5 -4.4 -4.1 -7.0 -2.6 -4.1 -17.1 1.3 -18.8 -5.8 -7.5 -14.4 -7.8 -14.1 -11.7 -7.9 -12.2 -0.6 -18.6 -4.7 -20.0 -4.8 -1.4 -4.9 -1.2 -4.5 -3.6 -17.5 9.7 -6.9 -13.3 0.2 -18.2 -17.4 -15.0 -12.8 CRUDE_W -0.2 -0.5 -8.5 -2.4 -4.3 -3.7 -4.4 -3.2 -2.9 -15.1 -10.2 -6.7 -6.4 -11.2 -6.6 3.6 9.6 5.3 7.5 -6.3 -8.5 -4.3 -5.7 -4.5 -1.4 -3.4 -3.7 -4.6 -3.3 -3.5 -3.2 7.7 7.8 0.5 -2.1 3.1 -2.0 6.8 -1.1 11.7 DAX 11.3 -2.8 4.9 4.7 8.4 5.0 8.2 6.8 6.1 17.0 14.3 17.2 16.6 10.7 15.0 -8.2 -9.7 -8.4 -8.8 13.8 12.0 20.0 13.7 20.0 7.6 4.6 16.4 4.1 13.7 5.5 8.0 -4.8 20.0 14.0 3.3 8.0 20.0 12.8 13.0 3.4 DOW 13.6 3.9 12.5 3.8 6.8 4.0 6.6 5.4 4.9 8.7 14.0 13.3 14.7 13.8 14.4 -10.3 -10.6 -10.1 -10.2 20.0 19.1 15.5 17.5 20.0 -12.8 5.4 1.1 5.4 3.3 5.5 4.9 -6.8 -4.7 12.6 16.0 20.0 -1.3 1.8 -13.9 -8.7 DX 7.7 20.0 13.5 -3.6 1.6 -2.4 0.2 -0.8 -2.4 -10.9 9.8 5.2 8.6 11.2 13.3 5.6 6.5 5.9 6.2 18.5 12.7 0.6 6.0 12.8 -20.0 4.5 -1.8 3.0 0.1 1.4 3.0 13.0 -20.0 20.0 20.0 20.0 -3.3 4.1 -2.8 6.0 EUR -8.6 -20.0 -13.2 -3.0 1.4 -2.0 0.2 -0.7 -2.0 8.1 -8.3 -4.7 -6.2 -8.6 -10.6 -6.2 -7.0 -6.5 -6.7 -14.2 -9.7 -3.2 -4.6 -11.4 14.0 -4.0 1.1 -2.6 -0.8 -1.0 -3.1 -9.6 -1.6 -12.1 -10.6 -10.0 0.9 -11.1 -0.1 -13.5 EURIBOR-ICE 15.8 -1.0 8.6 -0.3 2.7 -0.2 3.6 0.3 1.7 2.7 7.7 7.2 7.0 7.2 6.1 5.7 0.4 5.0 3.0 8.3 8.0 11.4 7.2 10.8 10.8 3.0 1.5 2.9 4.2 2.7 3.9 8.1 -1.7 9.1 13.8 14.2 -4.4 -14.0 12.2 7.1 EUROSTX 2.9 -9.6 -6.9 4.5 8.1 4.8 7.9 6.5 5.8 16.2 -2.1 12.1 9.6 -5.3 -4.4 -3.9 -3.4 -4.0 -4.0 -4.4 -3.5 17.6 3.4 3.1 -2.7 -2.3 13.9 -1.5 8.9 2.7 1.6 4.7 4.4 -11.2 -20.0 -14.4 4.6 4.0 -13.1 -9.8 FEEDCOW 20.0 20.0 13.3 -2.5 -6.3 -5.0 -4.6 -7.9 -2.9 -11.3 5.6 17.3 -9.7 19.8 19.0 9.7 -3.5 12.8 8.4 20.0 10.3 20.0 -4.8 20.0 -13.4 6.8 -1.7 2.0 5.2 -0.8 8.7 3.4 15.4 20.0 20.0 20.0 17.3 18.2 20.0 20.0 GASOIL 1.6 2.7 -9.0 -2.2 -4.0 -3.4 -4.1 -3.0 -2.7 -15.6 -12.4 -11.0 -8.8 -4.6 -5.8 2.6 6.3 2.1 2.7 -4.8 -9.6 -7.9 -8.4 -4.0 4.3 -2.7 -6.2 -5.3 -4.3 -5.0 -2.2 0.1 -0.5 1.0 0.6 -7.0 0.5 -7.2 2.6 -11.5 GASOLINE -1.2 -0.8 -6.2 -2.1 -3.8 -3.2 -3.8 -2.8 -2.6 -8.1 -8.8 -9.8 -3.5 -11.3 -3.2 -6.4 19.4 3.3 13.4 -4.2 -5.2 -3.7 -2.8 -4.0 -20.0 -0.9 -0.8 -1.2 -1.4 -0.3 -1.4 20.0 6.9 1.7 0.1 6.7 3.2 9.0 7.7 16.2 GAS_US_mini 9.8 6.5 16.8 -1.6 -2.9 -2.5 -2.9 -2.1 -2.0 -10.5 -10.3 -3.7 -12.7 -2.6 -3.8 -16.8 -20.0 -20.0 -20.0 -2.0 -4.8 -5.3 -9.4 -1.6 20.0 -2.0 -5.0 -3.0 -4.6 -4.4 -2.3 -20.0 -14.4 12.8 -5.8 0.7 -11.0 -16.4 -8.6 -13.9 GBP -9.3 -20.0 -9.6 -4.4 2.0 -3.0 0.3 -1.0 -2.9 14.4 -3.4 -3.9 5.2 -10.1 -13.3 0.5 -0.1 0.4 0.2 -14.2 -6.0 1.7 2.4 -10.8 -1.1 -4.6 4.0 -1.5 0.8 1.6 -3.5 2.1 5.2 -7.2 -3.1 3.7 5.2 -13.1 18.2 -12.5 GOLD_micro -11.5 -20.0 -2.6 -0.7 0.8 0.0 -0.5 -0.1 -1.5 -7.5 5.6 -1.1 8.9 -3.8 1.6 -9.3 -12.9 -11.3 -11.9 0.9 7.0 -2.0 10.6 -2.6 -9.2 0.6 -0.8 3.0 -0.8 4.5 -1.0 -12.3 -2.2 -3.8 2.7 9.6 20.0 3.1 20.0 8.3 HEATOIL -2.0 2.1 -6.5 -2.1 -3.7 -3.2 -3.8 -2.8 -2.6 -15.1 -12.4 -14.2 -11.1 -12.5 -7.7 2.5 2.7 -0.9 -1.4 -6.0 -9.1 -9.6 -8.9 -6.5 -19.8 -2.4 -5.8 -3.7 -5.9 -3.9 -3.8 -7.0 -4.7 -3.7 -1.9 0.8 -0.5 2.4 1.8 3.4 JGB-SGX-mini -15.4 -19.6 -2.6 -0.4 3.3 -0.3 4.3 0.3 2.0 -7.3 -0.6 -9.6 1.2 -10.3 -7.9 17.5 13.8 15.4 14.6 -9.9 -4.2 -7.3 -0.3 -10.8 -12.3 -3.3 -2.5 -1.6 -2.5 -0.7 -3.5 20.0 -20.0 -20.0 -10.5 -2.3 -20.0 -15.6 -20.0 -11.4 JPY 13.8 -14.9 -3.4 -2.2 1.0 -1.5 0.2 -0.5 -1.4 6.4 -3.1 7.4 -4.8 0.6 -5.5 -10.4 -13.5 -10.9 -11.7 -4.1 -4.6 7.4 -5.3 2.1 20.0 -1.1 1.8 -1.3 2.6 -1.6 0.9 -19.6 11.5 13.0 3.5 -1.7 -12.0 -20.0 -9.1 -20.0 LEANHOG -10.7 13.3 20.0 -2.6 -6.5 -5.2 -4.8 -8.2 -3.0 -5.0 11.4 12.2 5.1 19.1 20.0 -20.0 7.8 -10.2 9.0 20.0 20.0 9.9 5.8 19.7 -0.7 8.7 1.4 6.5 6.5 2.5 8.5 16.6 20.0 20.0 20.0 20.0 5.9 -5.7 10.5 0.2 LIVECOW -0.7 -3.2 11.6 -2.8 -6.9 -5.5 -5.1 -8.7 -3.2 -13.8 20.0 8.3 18.3 3.0 19.7 -8.5 4.0 -5.3 0.4 12.5 17.5 -1.2 18.2 6.5 -20.0 5.0 -9.2 6.4 0.2 7.9 3.5 4.2 -1.3 13.3 8.7 13.0 -5.2 20.0 1.2 20.0 LUMBER-new -5.4 20.0 17.2 -2.1 -5.2 -4.1 -3.8 -6.3 -2.4 -9.8 6.7 -7.7 -4.2 10.0 15.0 -19.8 -18.8 -19.8 -19.1 17.4 11.3 -2.0 -0.9 9.8 NaN 5.6 -4.8 4.0 -2.1 0.3 2.4 -20.0 -15.8 8.5 20.0 20.0 12.3 4.0 20.0 11.2 MILK -5.2 -20.0 -4.0 -1.4 -3.5 -2.8 -2.5 -4.4 -1.6 10.6 3.7 -4.3 5.9 -11.0 -9.4 -6.0 -3.2 6.6 6.1 -12.2 -1.8 -2.7 4.2 -12.0 13.6 -3.4 1.4 -0.7 -0.2 0.7 -3.1 1.6 7.4 -7.9 -20.0 -3.2 -9.0 -20.0 -4.0 -20.0 MXP 4.7 -1.1 -12.2 -3.3 1.5 -2.2 0.2 -0.7 -2.2 12.1 -13.0 2.3 -11.1 -7.2 -10.7 11.8 13.2 11.7 11.8 -9.0 -13.7 3.7 -11.4 -2.8 -20.0 -4.4 4.5 -6.5 1.9 -5.2 -1.5 20.0 -2.0 5.1 5.3 -10.1 17.1 20.0 20.0 20.0 NASDAQ_micro 2.8 7.0 12.2 3.7 6.7 4.0 6.5 5.4 4.9 12.9 12.2 13.5 12.9 12.3 13.5 -10.4 -9.8 -9.6 -9.4 15.5 15.0 19.1 17.3 16.7 -20.0 5.0 5.1 5.6 5.3 7.5 4.8 -5.4 -3.6 -2.2 5.5 9.3 9.7 4.3 -4.2 -7.3 NIKKEI -4.1 0.7 4.9 3.7 6.6 3.9 6.4 5.3 4.8 10.7 5.9 4.4 7.0 0.8 9.3 6.4 6.8 4.1 4.9 2.9 3.6 10.5 7.7 4.1 -9.3 0.2 9.3 -0.9 6.2 2.4 2.3 20.0 -4.0 -13.0 -7.7 -12.5 20.0 12.4 20.0 15.3 NZD -4.2 -18.9 -8.3 -3.5 1.6 -2.3 0.2 -0.8 -2.3 -0.9 -9.4 -7.1 -4.4 -11.5 -12.4 -1.4 -0.4 -1.1 -0.7 -12.4 -8.6 -3.2 -4.1 -9.2 1.7 -4.2 -0.2 -2.8 -1.0 -1.2 -3.1 1.2 -6.6 -1.0 -2.3 0.9 -4.2 -5.1 -3.8 -0.6 OAT 16.7 -4.1 0.7 -0.5 4.1 -0.3 5.3 0.4 2.6 13.1 1.6 14.0 -2.0 7.0 -1.6 -0.7 4.7 4.2 4.4 2.2 -0.7 16.6 -1.9 10.3 4.1 1.7 7.1 0.4 8.2 0.3 5.4 13.1 -2.3 6.6 10.0 5.4 -2.3 -14.5 16.7 5.6 OATIES -8.2 -8.6 20.0 -1.2 -2.9 -2.3 -2.1 -3.7 -1.4 0.7 1.0 -1.3 -6.1 -4.4 5.0 -16.8 -0.4 -7.2 -2.5 1.0 2.5 0.6 -0.3 -0.9 -20.0 -0.3 -1.8 0.9 -1.2 0.1 -1.7 -2.6 -0.9 -14.2 -5.4 11.9 20.0 5.3 20.0 14.0 OJ 18.4 7.1 11.6 -2.3 -5.8 -4.6 -4.2 -7.3 -2.7 2.7 20.0 18.8 20.0 19.3 19.9 20.0 14.4 18.7 15.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.4 2.2 7.2 8.0 10.5 9.3 20.0 20.0 20.0 20.0 20.0 16.7 9.2 20.0 20.0 PALLAD -9.5 -7.2 14.7 -0.6 0.7 0.0 -0.4 -0.1 -1.3 -7.3 -0.3 -2.8 -3.3 -6.4 -2.9 -2.0 -2.1 -2.1 -2.0 -2.7 -0.1 -4.1 -2.1 -5.0 13.7 -0.5 -1.5 0.5 -2.0 -0.4 -2.0 5.6 -7.0 -1.9 -0.2 1.3 -14.3 -20.0 -20.0 -20.0 PLAT -10.0 -8.3 0.9 -1.0 1.1 0.1 -0.7 -0.1 -2.1 -2.8 -7.2 -6.9 -3.6 -10.9 -6.3 -4.3 -4.4 -4.3 -4.4 -6.7 -2.9 -5.5 -1.2 -8.6 5.6 -3.4 -3.3 -1.4 -5.2 -0.6 -5.5 1.5 -14.7 -9.4 -6.4 -8.6 8.4 -8.5 1.3 -2.2 REDWHEAT -9.4 -12.0 2.3 -2.2 -5.6 -4.5 -4.1 -7.1 -2.6 -5.3 -19.1 -15.2 -19.4 -19.2 -16.3 -11.2 -8.0 -10.8 -10.0 -18.7 -16.8 -12.8 -20.0 -19.9 -3.6 -6.9 1.2 -5.8 -4.5 -6.1 -7.4 -16.5 -14.6 -20.0 -20.0 -12.8 -20.0 -20.0 -19.6 -20.0 RICE 14.1 -5.6 -7.6 -2.1 -5.3 -4.2 -3.9 -6.6 -2.4 4.0 1.2 14.7 8.2 7.6 -2.3 -9.3 16.6 -7.1 5.1 -2.1 -3.5 5.4 2.3 4.2 -14.4 -2.9 -2.7 -3.1 0.9 -0.6 0.2 20.0 -2.1 20.0 -7.7 -11.6 -11.8 -20.0 -12.1 -20.0 ROBUSTA 15.8 -19.1 -17.9 -1.0 -2.4 -1.9 -1.8 -3.0 -1.1 -4.1 6.1 0.2 7.8 1.6 3.3 4.5 20.0 13.2 19.6 5.3 6.8 -0.5 9.5 4.7 -20.0 2.2 -1.3 2.6 0.8 4.1 2.4 20.0 13.7 20.0 9.7 15.8 4.9 1.5 9.3 8.0 RUSSELL 7.6 9.7 10.1 3.6 6.4 3.8 6.2 5.1 4.6 -6.4 11.2 8.7 12.1 11.1 11.7 -6.4 -6.4 -6.2 -6.1 16.0 13.5 7.5 10.7 14.8 0.7 4.9 -0.6 4.7 1.8 4.3 4.0 0.4 -12.2 3.8 18.9 14.4 -7.1 -12.3 -20.0 -20.0 SHATZ 12.0 -3.8 13.0 -0.3 2.6 -0.2 3.5 0.3 1.7 -3.2 5.7 4.3 0.6 4.7 2.7 -20.0 -20.0 -20.0 -20.0 4.6 4.5 5.3 1.7 6.1 5.8 2.2 -1.2 2.3 2.5 1.4 2.9 -20.0 -10.4 3.0 8.0 9.9 -7.8 -14.6 2.6 -5.1 SILVER-mini -10.1 -9.8 3.7 -1.0 1.1 0.1 -0.7 -0.1 -2.1 10.8 3.0 1.5 7.9 -10.3 -0.6 -5.8 -6.4 -6.0 -6.0 -2.2 4.2 2.3 8.4 -4.2 -2.7 -0.1 4.2 2.2 1.3 3.7 -1.2 -1.5 9.0 3.1 2.8 5.5 7.5 -2.0 -0.7 7.4 SMI -4.6 -18.3 -13.4 3.6 6.4 3.8 6.3 5.1 4.6 6.0 0.3 2.1 8.5 -7.6 -8.0 0.7 0.4 0.3 -0.1 -8.6 -3.9 2.5 3.7 -5.0 8.2 -3.0 1.3 -0.3 1.0 3.5 -2.0 11.1 -9.6 -20.0 -20.0 -16.8 -6.3 1.7 -17.7 -9.3 SOFR 12.3 -20.0 -14.8 -0.5 4.1 -0.3 5.3 0.4 2.6 10.5 -1.8 11.1 2.8 -4.6 -10.6 -0.8 0.0 0.2 0.3 -10.8 -7.5 9.2 -1.3 -0.7 -5.9 -3.7 1.2 -2.6 1.2 -0.5 -1.3 5.7 -15.9 -14.9 -17.9 -15.5 -0.5 -7.4 16.9 14.9 SOYBEAN -7.4 -4.7 -10.3 -2.0 -4.9 -3.9 -3.6 -6.2 -2.3 -4.7 -17.5 -16.1 -17.3 -17.4 -16.1 -1.4 0.4 -2.1 -2.4 -17.7 -20.0 -10.6 -20.0 -14.8 -20.0 -6.9 -1.1 -8.2 -4.1 -9.0 -5.9 -3.3 -0.5 -15.1 -20.0 -17.0 2.5 -7.2 7.6 -1.8 SOYMEAL 1.4 -14.5 -7.2 -1.9 -4.7 -3.8 -3.5 -5.9 -2.2 -3.8 -17.0 -6.9 -17.0 -15.2 -16.8 -12.1 -0.4 -7.8 -4.6 -17.1 -19.0 -3.9 -20.0 -11.3 -20.0 -5.7 0.7 -5.7 -0.5 -5.0 -3.6 -5.2 11.2 -4.6 -20.0 -14.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 5.9 13.4 -0.8 -2.0 -1.6 -1.5 -2.5 -0.9 2.0 -1.1 -5.8 -5.5 -5.4 -0.7 -3.1 0.2 -1.7 -0.8 -1.3 -0.5 -4.5 -2.9 -4.6 -14.2 -0.3 -0.7 0.1 -2.5 -0.7 -2.1 -1.6 -5.9 -12.7 -0.7 4.4 3.5 -5.8 11.5 -0.1 SP400 9.5 8.5 10.8 3.9 7.0 4.2 6.8 5.6 5.0 -8.1 12.6 7.8 14.3 11.1 13.1 -7.6 -6.6 -7.4 -6.9 19.1 15.9 9.5 13.5 18.0 -10.6 5.4 -0.2 5.0 2.6 4.7 4.8 -0.4 -8.8 9.4 20.0 18.9 -2.6 -6.5 -17.9 -20.0 SP500_micro 8.2 4.9 17.2 5.0 8.9 5.3 8.7 7.2 6.5 17.6 19.7 19.6 20.0 19.0 19.9 -12.3 -11.8 -11.6 -11.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.1 3.8 8.3 5.3 10.4 6.3 -8.9 -8.7 4.9 12.5 20.0 4.5 4.1 -12.8 -10.3 SUGAR11 -8.1 -5.6 19.9 -1.9 -4.8 -3.8 -3.5 -6.0 -2.2 -9.5 7.4 -11.2 -5.7 -12.8 7.2 20.0 20.0 20.0 20.0 2.0 6.5 -6.3 2.3 -5.5 -20.0 2.8 2.1 3.5 2.6 0.9 1.5 20.0 12.2 2.7 -1.7 20.0 -20.0 2.1 -20.0 6.1 US10 13.0 -20.0 -12.3 -0.4 2.9 -0.3 3.9 0.3 1.9 8.9 -3.0 9.3 -0.1 -2.6 -7.5 -3.0 -6.3 -4.3 -5.3 -7.2 -5.9 7.7 -2.9 0.5 1.6 -2.5 1.1 -1.9 1.3 -0.6 -0.6 -4.7 -10.0 -9.0 -11.7 -11.0 -5.1 -17.7 9.2 8.9 US10U 13.6 -17.7 -10.0 -0.5 3.7 -0.3 4.9 0.4 2.3 11.9 -3.8 12.2 -0.1 -1.8 -9.0 -4.1 -3.7 -4.3 -4.2 -7.1 -6.2 9.9 -3.5 1.9 -1.4 -3.0 1.8 -2.4 2.1 -0.8 -0.3 -1.4 -10.2 -9.7 -12.2 -12.5 -3.2 -12.6 18.7 16.3 US2 6.3 -20.0 -10.9 -0.4 3.3 -0.3 4.3 0.3 2.1 9.2 -4.3 8.1 -2.8 -5.8 -9.7 -15.5 -20.0 -19.4 -20.0 -13.5 -9.2 6.5 -5.7 -5.1 16.9 -3.1 1.4 -1.8 0.8 -0.5 -1.6 -20.0 -14.1 -18.2 -17.3 -10.5 -7.6 -16.5 1.7 -7.4 US20 12.8 -15.1 -10.6 -0.3 2.7 -0.2 3.6 0.3 1.7 8.7 -2.7 9.0 1.6 -0.4 -6.6 -1.2 -1.3 -1.6 -1.5 -4.4 -4.1 8.4 -2.1 2.5 -3.0 -2.2 1.5 -1.8 1.6 -0.5 -0.2 3.0 -8.9 -7.2 -7.7 -9.0 -0.0 -7.9 20.0 18.2 US30 11.7 -10.8 -7.8 -0.4 2.9 -0.2 3.8 0.3 1.8 9.1 -3.6 9.3 0.2 1.1 -6.4 -3.3 -4.2 -2.9 -3.5 -3.4 -3.7 8.6 -2.6 3.1 -2.1 -2.1 2.2 -1.9 2.4 -0.7 0.3 -1.4 -7.0 -7.1 -4.9 -7.6 -0.3 -7.5 20.0 16.9 US5 11.4 -20.0 -13.1 -0.4 3.4 -0.3 4.5 0.3 2.2 10.0 -4.0 10.3 -2.1 -4.9 -9.6 -5.2 -9.5 -7.0 -8.3 -11.1 -8.3 7.0 -4.1 -2.2 6.7 -3.0 1.3 -2.1 1.4 -0.6 -0.9 -10.1 -11.7 -12.4 -14.9 -12.7 -2.8 -14.4 10.2 5.8 VIX -8.1 -11.3 -4.5 -3.7 1.2 -1.8 -1.8 -3.2 -4.1 -5.4 -13.9 -13.1 -14.0 -17.1 -17.1 -20.0 -20.0 -15.4 -18.1 -11.4 -6.8 -7.9 -10.5 -13.3 NaN -4.3 0.6 -1.9 -2.7 -3.7 -5.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -12.5 -11.7 1.8 -2.4 -6.0 -4.8 -4.4 -7.5 -2.8 -7.7 -18.2 -18.5 -18.3 -20.0 -13.5 -14.5 -14.5 -14.0 -14.2 -19.9 -17.4 -15.1 -20.0 -20.0 5.4 -7.4 0.6 -5.9 -5.4 -5.7 -8.2 -20.0 -18.4 -20.0 -20.0 -13.5 -20.0 -20.0 -17.6 -17.7 End of report for caleb_strategy_v3