******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241206_204441 produced at 2024-12-06 21:41:09.776398 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.19 -1.15 0.0 0.52 -0.52 -0.19 -0.32 -35.64 16.0 -6 -10 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.67 0.0 0.00 0.00 0.00 0.00 -8.14 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 -39.75 999999999.0 -30 -30 caleb_strategy_v3 US2 False True 0.07 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -2.51 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.15 0.0 0.70 -0.70 -0.05 -0.07 -6.01 29.0 -2 -3 caleb_strategy_v3 CHF False False 0.05 -0.39 -0.09 0.0 0.64 -0.64 -0.39 -0.39 -1.94 13.0 -8 -8 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.07 0.0 0.09 -0.09 -0.05 -0.05 -9.20 12.0 -7 -7 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.05 0.0 0.41 -0.41 -0.02 -0.02 -2.13 19.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.05 0.0 0.09 -0.09 -0.03 -0.03 -1.48 3.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.05 0.0 0.13 -0.13 -0.06 -0.06 -4.58 11.0 -5 -5 caleb_strategy_v3 COPPER False False 0.04 -0.11 -0.05 0.0 999.00 -999.00 -0.11 -0.11 -1.53 999999999.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.26 24.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.14 -0.05 0.0 0.63 -0.63 -0.14 -0.14 -1.18 14.0 -3 -3 caleb_strategy_v3 CAC True False 0.03 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.98 12.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.15 -0.05 0.0 0.92 -0.92 -0.15 -0.15 -1.26 25.0 -4 -4 caleb_strategy_v3 NZD False False 0.02 0.00 -0.04 0.0 0.42 -0.42 0.00 0.00 -2.00 21.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.56 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 -1.78 7.0 -3 -3 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.65 -0.65 0.00 0.00 -0.70 17.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -2.92 8.0 -4 -4 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.60 -0.60 0.00 0.00 -0.93 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 -3.31 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 -9.44 51.0 -7 -7 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.38 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 -1.10 5.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.02 0.0 0.16 -0.16 0.00 0.00 -1.20 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 -7.35 26.0 -8 -8 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -1.04 4.0 -2 -2 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.07 -0.07 0.00 0.00 -0.17 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 -0.03 -0.01 0.0 999.00 -999.00 -0.03 -0.03 -0.34 999999999.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.35 2.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.07 -0.07 0.00 0.00 -0.45 5.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.01 0.0 0.51 -0.51 -0.02 -0.01 -1.44 56.0 -2 -1 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.01 0.0 0.51 -0.51 -0.04 -0.04 -0.33 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.01 0.0 0.49 -0.49 -0.03 -0.03 -0.41 17.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.16 18.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.01 -0.00 0.0 0.50 -0.50 -0.01 -0.01 -0.30 60.0 -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 0.09 999999999.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.00 0.0 0.26 -0.26 -0.04 -0.04 -0.04 6.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.47 10.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.00 0.0 0.02 -0.02 0.00 0.00 0.55 3.0 0 0 caleb_strategy_v3 EUROSTX False True 0.02 -0.05 -0.00 0.0 0.00 -0.05 -0.05 -0.04 -0.20 20.0 -3 -2 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.49 -0.49 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.18 23.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.20 4.0 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 0.93 23.0 3 3 caleb_strategy_v3 SP400 False True 0.11 0.23 0.01 0.0 0.23 0.00 0.23 0.23 0.13 2.0 2 2 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.25 -0.25 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.56 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.02 0.0 0.43 -0.43 0.03 0.03 0.85 17.0 1 1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.28 -0.28 0.00 0.00 4.05 68.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.02 0.0 0.50 -0.50 0.02 0.02 2.65 66.0 2 2 caleb_strategy_v3 SP500_micro False True 0.01 0.01 0.03 0.0 0.01 0.00 0.01 0.01 2.99 48.0 1 1 caleb_strategy_v3 COCOA False False 0.03 0.07 0.03 0.0 0.88 -0.88 0.07 0.07 0.83 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 1.70 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 1.54 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 18.35 59.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.10 0.09 0.0 0.15 -0.15 0.10 0.10 7.78 13.0 8 8 caleb_strategy_v3 FEEDCOW False False 0.04 0.17 0.09 0.0 0.35 -0.35 0.17 0.17 2.06 8.0 4 4 caleb_strategy_v3 OAT False False 0.05 0.14 0.11 0.0 0.45 -0.45 0.14 0.14 2.50 10.0 3 3 caleb_strategy_v3 NIKKEI False False 0.01 0.05 0.11 0.0 0.32 -0.32 0.05 0.05 12.57 36.0 6 6 caleb_strategy_v3 DAX False True 0.01 0.06 0.12 0.0 0.06 0.00 0.06 0.06 15.69 58.0 8 8 caleb_strategy_v3 BTP False False 0.04 0.09 0.15 0.0 0.44 -0.44 0.09 0.18 3.43 10.0 2 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.26 0.0 0.88 -0.88 0.00 0.00 14.30 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.0 Shocked risk 40.4 Sum abs risk 45.2 Leverage 5.68 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2935668.45, 'annual_cash_vol_target': 733917.1125, 'daily_cash_vol_target': 45869.81953125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6384 0.6699 10.7187 BITCOIN 2205.9169 102770.0000 2.1465 34.3434 BOBL 0.2344 118.8800 0.1972 3.1547 BTP 0.4703 123.0200 0.3823 6.1168 BUND 0.4519 136.2100 0.3318 5.3084 BUXL 1.0887 140.2600 0.7762 12.4187 CAC 59.2944 7432.5000 0.7978 12.7644 CAD 0.0029 0.7089 0.4157 6.6520 CANOLA 9.8438 617.0000 1.5954 25.5270 CHF 0.0055 1.1502 0.4780 7.6479 COCOA 187.2571 9887.0000 1.8940 30.3036 COFFEE 6.5879 330.3500 1.9942 31.9073 COPPER 0.0532 4.1960 1.2686 20.2979 CORN 3.8740 437.2500 0.8860 14.1759 COTTON2 0.8575 70.1000 1.2233 19.5727 CRUDE_W 1.0272 65.5100 1.5679 25.0869 DAX 145.6717 20421.0000 0.7133 11.4135 DOW 286.5987 44691.0000 0.6413 10.2606 DX 0.4230 105.7700 0.3999 6.3990 EUR 0.0056 1.0600 0.5247 8.3948 EURIBOR-ICE 0.0444 98.1300 0.0453 0.7242 EUROSTX 41.4021 4979.0000 0.8315 13.3045 FEEDCOW 1.6923 254.9250 0.6639 10.6217 GASOIL 10.3553 644.7500 1.6061 25.6976 GASOLINE 0.0351 1.9328 1.8140 29.0247 GAS_US_mini 0.1181 2.9300 4.0317 64.5065 GBP 0.0066 1.2726 0.5154 8.2461 GOLD_micro 24.0402 2656.9000 0.9048 14.4771 HEATOIL 0.0369 2.1301 1.7309 27.6950 JGB-SGX-mini 0.2028 142.4600 0.1423 2.2774 JPY 0.0000 0.0067 0.6999 11.1985 LEANHOG 1.0695 87.4750 1.2227 19.5625 LIVECOW 1.0197 186.0250 0.5482 8.7707 LUMBER-new 7.8356 599.0000 1.3081 20.9297 MILK 0.2541 19.4400 1.3070 20.9127 MXP 0.0004 0.0487 0.8012 12.8194 NASDAQ_micro 159.8591 21635.7500 0.7389 11.8219 NIKKEI 386.7517 39315.0000 0.9837 15.7396 NZD 0.0039 0.5835 0.6627 10.6026 OAT 0.4158 126.3500 0.3291 5.2660 OATIES 7.1748 360.2500 1.9916 31.8661 OJ 6.6111 481.6000 1.3727 21.9637 PALLAD 25.0708 965.0000 2.5980 41.5681 PLAT 13.9715 933.8000 1.4962 23.9392 REDWHEAT 8.3279 560.0000 1.4871 23.7940 RICE 0.1392 15.1700 0.9179 14.6865 ROBUSTA 132.4597 5094.0000 2.6003 41.6049 RUSSELL 25.5666 2434.6000 1.0501 16.8022 SHATZ 0.0836 107.2000 0.0780 1.2481 SILVER-mini 0.4725 31.4750 1.5011 24.0174 SMI 82.9721 11779.0000 0.7044 11.2705 SOFR 0.0563 96.4200 0.0584 0.9343 SOYBEAN 8.6661 1005.7500 0.8617 13.7865 SOYMEAL 3.5178 298.6000 1.1781 18.8495 SOYOIL 0.8401 43.5200 1.9304 30.8866 SP400 27.7378 3329.8000 0.8330 13.3283 SP500_micro 33.2221 6093.7500 0.5452 8.7229 SUGAR11 0.2738 20.2100 1.3547 21.6748 US10 0.3724 111.4531 0.3341 5.3461 US10U 0.5351 115.1719 0.4646 7.4340 US2 0.0905 103.1914 0.0877 1.4030 US20 0.7792 120.1875 0.6483 10.3729 US30 1.2538 128.1875 0.9781 15.6491 US5 0.2302 107.7734 0.2136 3.4182 VIX 0.4818 16.8500 2.8594 45.7509 WHEAT 7.3605 597.5000 1.2319 19.7102 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 638.35 0.67 427.64 1.00 427.64 45869.82 107.26 -7.65 -82.01 BITCOIN 102.77 2.15 220.59 1.00 220.59 45869.82 207.94 8.15 169.47 BOBL 1188.80 0.20 234.39 1.05 246.76 45869.82 185.89 3.00 55.68 BTP 1230.20 0.38 470.31 1.05 495.12 45869.82 92.64 10.85 100.52 BUND 1362.10 0.33 451.91 1.05 475.75 45869.82 96.42 0.38 3.65 BUXL 1402.60 0.78 1088.66 1.05 1146.08 45869.82 40.02 4.92 19.69 CAC 743.25 0.80 592.94 1.05 624.22 45869.82 73.48 -7.91 -58.16 CAD 708.90 0.42 294.72 1.00 294.72 45869.82 155.64 -14.89 -231.81 CANOLA 123.40 1.60 196.88 0.71 139.91 45869.82 327.85 -11.84 -388.16 CHF 1437.69 0.48 687.20 1.00 687.20 45869.82 66.75 -11.19 -74.68 COCOA 988.70 1.89 1872.57 1.00 1872.57 45869.82 24.50 15.87 38.87 COFFEE 1238.81 1.99 2470.45 1.00 2470.45 45869.82 18.57 6.98 12.96 COPPER 1049.00 1.27 1330.78 1.00 1330.78 45869.82 34.47 -4.09 -14.09 CORN 218.62 0.89 193.70 1.00 193.70 45869.82 236.81 -15.97 -378.17 COTTON2 350.50 1.22 428.76 1.00 428.76 45869.82 106.98 -20.00 -213.96 CRUDE_W 655.10 1.57 1027.15 1.00 1027.15 45869.82 44.66 -2.27 -10.15 DAX 204.21 0.71 145.67 1.05 153.36 45869.82 299.11 15.38 460.15 DOW 223.46 0.64 143.30 1.00 143.30 45869.82 320.10 3.56 114.11 DX 1057.70 0.40 423.01 1.00 423.01 45869.82 108.44 5.46 59.19 EUR 1325.06 0.52 695.23 1.00 695.23 45869.82 65.98 -6.86 -45.29 EURIBOR-ICE 2453.25 0.05 111.05 1.05 116.90 45869.82 392.38 10.68 419.13 EUROSTX 497.90 0.83 414.02 1.05 435.86 45869.82 105.24 -0.55 -5.83 FEEDCOW 1274.62 0.66 846.17 1.00 846.17 45869.82 54.21 11.48 62.23 GASOIL 644.75 1.61 1035.53 1.00 1035.53 45869.82 44.30 -5.40 -23.91 GASOLINE 811.78 1.81 1472.59 1.00 1472.59 45869.82 31.15 -2.50 -7.80 GAS_US_mini 73.25 4.03 295.32 1.00 295.32 45869.82 155.32 -4.37 -67.91 GBP 795.38 0.52 409.92 1.00 409.92 45869.82 111.90 -3.19 -35.73 GOLD_micro 265.69 0.90 240.40 1.00 240.40 45869.82 190.80 -2.22 -42.26 HEATOIL 894.64 1.73 1548.57 1.00 1548.57 45869.82 29.62 -11.56 -34.24 JGB-SGX-mini 142460.00 0.14 20277.65 0.01 135.08 45869.82 339.57 -9.69 -329.16 JPY 843.50 0.70 590.37 1.00 590.37 45869.82 77.70 -2.03 -15.77 LEANHOG 349.90 1.22 427.81 1.00 427.81 45869.82 107.22 11.94 128.06 LIVECOW 744.10 0.55 407.89 1.00 407.89 45869.82 112.46 2.29 25.74 LUMBER-new 164.72 1.31 215.48 1.00 215.48 45869.82 212.88 1.20 25.63 MILK 388.80 1.31 508.18 1.00 508.18 45869.82 90.26 -2.32 -20.98 MXP 243.70 0.80 195.26 1.00 195.26 45869.82 234.92 -0.09 -2.06 NASDAQ_micro 432.72 0.74 319.72 1.00 319.72 45869.82 143.47 2.80 40.10 NIKKEI 39315.00 0.98 38675.17 0.01 257.64 45869.82 178.04 6.52 116.06 NZD 583.50 0.66 386.66 1.00 386.66 45869.82 118.63 -6.50 -77.08 OAT 1263.50 0.33 415.85 1.05 437.78 45869.82 104.78 6.99 73.22 OATIES 180.12 1.99 358.74 1.00 358.74 45869.82 127.86 -4.33 -55.42 OJ 722.40 1.37 991.66 1.00 991.66 45869.82 46.26 17.16 79.40 PALLAD 965.00 2.60 2507.08 1.00 2507.08 45869.82 18.30 -2.77 -5.07 PLAT 466.90 1.50 698.58 1.00 698.58 45869.82 65.66 -5.37 -35.25 REDWHEAT 280.00 1.49 416.39 1.00 416.39 45869.82 110.16 -20.00 -220.32 RICE 303.40 0.92 278.49 1.00 278.49 45869.82 164.71 -5.94 -97.80 ROBUSTA 509.40 2.60 1324.60 1.00 1324.60 45869.82 34.63 4.45 15.40 RUSSELL 121.73 1.05 127.83 1.00 127.83 45869.82 358.83 3.41 122.36 SHATZ 1072.00 0.08 83.62 1.05 88.03 45869.82 521.05 -2.38 -124.09 SILVER-mini 786.88 1.50 1181.17 1.00 1181.17 45869.82 38.83 0.70 2.70 SMI 1177.90 0.70 829.72 1.13 938.95 45869.82 48.85 -3.34 -16.31 SOFR 2410.50 0.06 140.75 1.00 140.75 45869.82 325.89 -4.11 -133.97 SOYBEAN 502.88 0.86 433.31 1.00 433.31 45869.82 105.86 -18.07 -191.28 SOYMEAL 298.60 1.18 351.78 1.00 351.78 45869.82 130.39 -20.00 -260.79 SOYOIL 261.12 1.93 504.07 1.00 504.07 45869.82 91.00 -5.50 -50.04 SP400 3329.80 0.83 2773.78 1.00 2773.78 45869.82 16.54 2.36 3.90 SP500_micro 304.69 0.55 166.11 1.00 166.11 45869.82 276.14 4.66 128.60 SUGAR11 226.35 1.35 306.63 1.00 306.63 45869.82 149.59 0.50 7.41 US10 1114.53 0.33 372.40 1.00 372.40 45869.82 123.17 -4.47 -55.08 US10U 1151.72 0.46 535.12 1.00 535.12 45869.82 85.72 -3.03 -25.97 US2 2063.83 0.09 180.97 1.00 180.97 45869.82 253.46 -7.81 -197.93 US20 1201.88 0.65 779.19 1.00 779.19 45869.82 58.87 -0.80 -4.73 US30 1281.88 0.98 1253.76 1.00 1253.76 45869.82 36.59 -0.90 -3.31 US5 1077.73 0.21 230.25 1.00 230.25 45869.82 199.22 -4.97 -99.06 VIX 168.50 2.86 481.81 1.00 481.81 45869.82 95.20 -16.92 -161.05 WHEAT 298.75 1.23 368.03 1.00 368.03 45869.82 124.64 -20.00 -249.27 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -82.006 0.010 2.5 -2.128 BITCOIN 169.471 0.043 2.5 18.351 BOBL 55.684 0.004 2.5 0.565 BTP 100.517 0.014 2.5 3.428 BUND 3.650 0.004 2.5 0.037 BUXL 19.695 0.004 2.5 0.200 CAC -58.158 0.014 2.5 -1.984 CAD -231.813 0.010 2.5 -6.015 CANOLA -388.162 0.010 2.5 -9.443 CHF -74.681 0.010 2.5 -1.938 COCOA 38.870 0.009 2.5 0.832 COFFEE 12.960 0.005 2.5 0.151 COPPER -14.095 0.043 2.5 -1.526 CORN -378.170 0.010 2.5 -9.200 COTTON2 -213.963 0.009 2.5 -4.582 CRUDE_W -10.149 0.043 2.5 -1.099 DAX 460.147 0.014 2.5 15.695 DOW 114.111 0.009 2.5 2.652 DX 59.195 0.010 2.5 1.536 EUR -45.290 0.010 2.5 -1.175 EURIBOR-ICE 419.127 0.014 2.5 14.296 EUROSTX -5.830 0.014 2.5 -0.199 FEEDCOW 62.230 0.013 2.5 2.062 GASOIL -23.912 0.017 2.5 -1.037 GASOLINE -7.798 0.017 2.5 -0.338 GAS_US_mini -67.906 0.043 2.5 -7.353 GBP -35.728 0.010 2.5 -0.927 GOLD_micro -42.265 0.014 2.5 -1.442 HEATOIL -34.237 0.017 2.5 -1.484 JGB-SGX-mini -329.157 0.043 2.5 -35.643 JPY -15.771 0.010 2.5 -0.409 LEANHOG 128.061 0.024 2.5 7.783 LIVECOW 25.741 0.013 2.5 0.853 LUMBER-new 25.630 0.009 2.5 0.549 MILK -20.976 0.009 2.5 -0.449 MXP -2.060 0.059 2.5 -0.302 NASDAQ_micro 40.101 0.009 2.5 0.932 NIKKEI 116.064 0.043 2.5 12.568 NZD -77.076 0.010 2.5 -2.000 OAT 73.218 0.014 2.5 2.497 OATIES -55.425 0.010 2.5 -1.348 OJ 79.395 0.009 2.5 1.700 PALLAD -5.068 0.014 2.5 -0.173 PLAT -35.249 0.014 2.5 -1.202 REDWHEAT -220.319 0.005 2.5 -2.923 RICE -97.805 0.010 2.5 -2.379 ROBUSTA 15.400 0.005 2.5 0.180 RUSSELL 122.358 0.013 2.5 4.055 SHATZ -124.086 0.004 2.5 -1.258 SILVER-mini 2.702 0.014 2.5 0.092 SMI -16.309 0.014 2.5 -0.556 SOFR -133.970 0.024 2.5 -8.142 SOYBEAN -191.278 0.004 2.5 -1.779 SOYMEAL -260.788 0.004 2.5 -2.425 SOYOIL -50.038 0.004 2.5 -0.466 SP400 3.902 0.013 2.5 0.129 SP500_micro 128.599 0.009 2.5 2.989 SUGAR11 7.407 0.009 2.5 0.158 US10 -55.080 0.005 2.5 -0.698 US10U -25.968 0.005 2.5 -0.329 US2 -197.933 0.005 2.5 -2.508 US20 -4.734 0.005 2.5 -0.060 US30 -3.310 0.005 2.5 -0.042 US5 -99.057 0.005 2.5 -1.255 VIX -161.051 0.099 2.5 -39.754 WHEAT -249.274 0.005 2.5 -3.307 ===================== Position diags ===================== AUD 2.78 BITCOIN 22.52 BOBL 1.89 BTP 3.16 BUND 0.98 BUXL 0.41 CAC 2.51 CAD 4.04 CANOLA 7.98 CHF 1.73 COCOA 0.52 COFFEE 0.22 COPPER 3.73 CORN 5.76 COTTON2 2.29 CRUDE_W 4.84 DAX 10.20 DOW 7.44 DX 2.81 EUR 1.71 EURIBOR-ICE 13.38 EUROSTX 3.59 FEEDCOW 1.80 GASOIL 1.92 GASOLINE 1.35 GAS_US_mini 16.82 GBP 2.90 GOLD_micro 6.51 HEATOIL 1.28 JGB-SGX-mini 36.77 JPY 2.02 LEANHOG 6.52 LIVECOW 3.73 LUMBER-new 4.56 MILK 1.93 MXP 34.48 NASDAQ_micro 3.33 NIKKEI 19.28 NZD 3.08 OAT 3.57 OATIES 3.11 OJ 0.99 PALLAD 0.62 PLAT 2.24 REDWHEAT 1.46 RICE 4.01 ROBUSTA 0.40 RUSSELL 11.89 SHATZ 5.28 SILVER-mini 1.32 SMI 1.67 SOFR 19.81 SOYBEAN 0.98 SOYMEAL 1.21 SOYOIL 0.85 SP400 0.55 SP500_micro 6.42 SUGAR11 3.18 US10 1.56 US10U 1.09 US2 3.21 US20 0.75 US30 0.46 US5 2.52 VIX 23.50 WHEAT 1.65 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.1 -2.4 -1.8 -1.0 -1 BITCOIN 18.4 16.1 20.6 0.0 0 BOBL 0.6 0.4 0.8 0.0 0 BTP 3.4 3.1 3.7 2.0 2 BUND 0.0 -0.1 0.1 0.0 0 BUXL 0.2 0.2 0.2 0.0 0 CAC -2.0 -2.2 -1.7 0.0 0 CAD -6.0 -6.4 -5.6 -2.0 -2 CANOLA -9.4 -10.2 -8.6 -7.0 -7 CHF -1.9 -2.1 -1.8 -8.0 -8 COCOA 0.8 0.8 0.9 2.0 2 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -1.5 -1.9 -1.2 -3.0 -3 CORN -9.2 -9.8 -8.6 -7.0 -7 COTTON2 -4.6 -4.8 -4.4 -5.0 -5 CRUDE_W -1.1 -1.6 -0.6 -1.0 -1 DAX 15.7 14.7 16.7 8.0 8 DOW 2.7 1.9 3.4 2.0 2 DX 1.5 1.3 1.8 0.0 0 EUR -1.2 -1.3 -1.0 -3.0 -3 EURIBOR-ICE 14.3 13.0 15.6 0.0 0 EUROSTX -0.2 -0.6 0.2 -3.0 -3 FEEDCOW 2.1 1.9 2.2 4.0 4 GASOIL -1.0 -1.2 -0.8 -2.0 -2 GASOLINE -0.3 -0.5 -0.2 -1.0 -1 GAS_US_mini -7.4 -9.0 -5.7 -8.0 -8 GBP -0.9 -1.2 -0.6 0.0 0 GOLD_micro -1.4 -2.1 -0.8 -2.0 -2 HEATOIL -1.5 -1.6 -1.4 -1.0 -1 JGB-SGX-mini -35.6 -39.3 -32.0 -6.0 -6 JPY -0.4 -0.6 -0.2 -1.0 -1 LEANHOG 7.8 7.1 8.4 8.0 8 LIVECOW 0.9 0.5 1.2 1.0 1 LUMBER-new 0.5 0.1 1.0 0.0 0 MILK -0.4 -0.6 -0.3 0.0 0 MXP -0.3 -3.8 3.1 -1.0 -1 NASDAQ_micro 0.9 0.6 1.3 3.0 3 NIKKEI 12.6 10.6 14.5 6.0 6 NZD -2.0 -2.3 -1.7 0.0 0 OAT 2.5 2.1 2.9 3.0 3 OATIES -1.3 -1.7 -1.0 NaN 0 OJ 1.7 1.6 1.8 1.0 1 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT -1.2 -1.4 -1.0 0.0 0 REDWHEAT -2.9 -3.1 -2.8 -4.0 -4 RICE -2.4 -2.8 -2.0 NaN 0 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 4.1 2.9 5.2 0.0 0 SHATZ -1.3 -1.8 -0.7 NaN 0 SILVER-mini 0.1 -0.0 0.2 0.0 0 SMI -0.6 -0.7 -0.4 0.0 0 SOFR -8.1 -10.1 -6.2 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 0.1 0.1 0.2 2.0 2 SP500_micro 3.0 2.3 3.6 1.0 1 SUGAR11 0.2 -0.2 0.5 0.0 0 US10 -0.7 -0.9 -0.5 0.0 0 US10U -0.3 -0.4 -0.2 -1.0 -1 US2 -2.5 -2.8 -2.2 NaN 0 US20 -0.1 -0.1 0.0 0.0 0 US30 -0.0 -0.1 0.0 -1.0 -1 US5 -1.3 -1.5 -1.0 -4.0 -4 VIX -39.8 -42.1 -37.4 -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 -0.3 -0.2 -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 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.5 -0.3 -0.2 0.0 -0.1 -0.2 -0.1 -0.1 BITCOIN 0.6 0.6 0.5 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.2 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 0.2 0.1 0.2 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 0.1 -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 0.0 0.0 0.0 0.0 -0.3 0.2 0.3 0.2 -0.3 -0.5 0.2 0.0 BTP 0.6 0.1 0.2 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.4 0.2 0.7 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 0.3 0.6 0.6 0.6 -0.2 -0.4 0.4 0.4 BUND 0.6 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.2 -0.2 -0.3 -0.2 0.1 0.0 0.1 0.0 0.2 0.1 0.0 0.0 0.0 0.1 0.0 0.1 -0.5 -0.1 0.4 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 0.2 0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 0.2 0.0 0.2 -0.4 0.0 0.0 0.1 0.1 0.0 0.1 0.3 0.1 0.6 0.6 0.4 -0.7 -0.7 -0.3 -0.3 CAC -0.1 -0.4 -0.3 0.1 0.1 0.1 0.1 0.3 0.1 0.2 -0.4 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.1 -0.9 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.0 -0.6 -0.6 -0.6 0.2 0.2 -0.1 -0.1 CAD -0.0 -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 -0.2 -0.3 -0.2 0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.3 -0.5 -0.4 -0.4 -0.3 -0.2 -0.2 -0.3 -0.2 CANOLA -0.6 -0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -1.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -1.1 0.0 -0.4 0.0 0.1 -0.3 -0.4 -0.1 -0.2 CHF -0.0 -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 0.1 -0.1 -0.2 -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 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 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 0.1 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 0.1 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 -0.3 -0.5 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -1.8 -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 -0.0 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.2 -0.0 -0.5 -0.1 -1.4 -0.1 0.0 -0.3 -0.0 -0.4 -0.1 -1.1 -0.2 -0.6 -0.6 -0.5 0.4 -0.1 0.6 0.1 COTTON2 -0.1 -0.2 0.2 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -0.1 -0.5 -0.0 -0.7 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.1 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.9 -0.1 -0.4 -0.5 -0.0 -0.6 -0.6 -0.5 -0.4 CRUDE_W -0.0 -0.0 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.3 -0.1 -0.2 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.4 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.4 DAX 0.5 -0.0 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 0.2 0.1 0.2 0.4 0.2 1.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.3 0.5 0.6 0.2 0.3 0.7 0.4 0.4 0.1 DOW 0.4 0.2 0.4 0.0 0.0 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 0.2 0.0 0.2 0.0 -0.4 -0.3 0.2 0.5 0.6 -0.1 0.1 -0.5 -0.3 DX 0.1 0.6 0.5 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.1 0.3 0.0 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 0.1 0.0 0.7 -0.5 0.6 0.6 0.6 -0.1 0.1 -0.1 0.2 EUR -0.2 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.2 -0.0 -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 0.1 -0.3 -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 0.5 -0.1 0.2 0.4 0.5 -0.1 -0.5 0.4 0.2 EUROSTX 0.2 -0.3 -0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 -0.0 0.2 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 0.1 0.1 -0.4 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 0.3 -0.1 -0.6 -0.5 0.2 0.1 -0.4 -0.3 FEEDCOW 0.6 0.6 0.4 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -0.1 0.2 0.2 -0.3 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 0.0 -0.0 0.1 0.2 0.2 0.6 0.6 0.6 0.6 0.6 0.7 0.7 GASOIL 0.0 0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.3 -0.1 -0.3 -0.1 -0.1 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 0.1 -0.4 GASOLINE -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.4 0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.4 -0.0 -0.0 -0.3 -0.4 -0.4 -0.4 -0.0 -0.1 -0.1 -0.3 -0.0 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 0.4 -0.1 0.0 -0.4 -0.5 -0.3 -0.5 GBP -0.2 -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 -0.1 -0.1 0.0 0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.3 -0.2 -0.1 0.1 0.2 -0.4 0.6 -0.4 GOLD_micro -0.3 -0.6 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -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 -1.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.7 -0.2 -0.1 0.1 0.3 0.7 0.1 0.7 0.3 HEATOIL -0.1 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.2 -0.4 -0.1 -0.1 0.1 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 -0.1 -0.4 -0.1 -0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 JGB-SGX-mini -0.4 -0.6 -0.1 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.0 -0.0 -0.1 -1.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.5 -0.6 -0.4 -0.1 -0.7 -0.5 -0.7 -0.4 JPY 0.5 -0.4 -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 -0.1 0.4 0.6 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.0 0.3 0.2 0.2 0.2 0.2 -0.4 0.1 -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 0.8 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 0.0 -0.1 -0.0 -0.3 -0.0 -0.2 0.5 0.0 0.7 -0.0 0.2 -0.1 0.1 -0.1 0.0 0.1 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.0 0.3 0.0 0.2 -0.5 0.4 0.2 0.4 -0.2 0.7 0.0 0.7 LUMBER-new -0.4 0.7 0.6 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -0.2 0.2 -0.1 -0.2 0.1 0.2 -0.5 -0.4 -0.5 -0.4 0.2 0.1 -0.1 -0.0 0.1 NaN 0.1 -0.1 0.1 -0.1 0.0 0.0 -1.2 -0.6 0.1 0.7 0.7 0.5 0.2 0.8 0.4 MILK -0.0 -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 0.4 -0.1 -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 0.1 -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 0.5 0.7 0.7 0.7 NASDAQ_micro 0.1 0.3 0.4 0.0 0.0 0.1 0.1 0.2 0.1 0.1 0.3 0.2 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 0.1 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 0.0 0.1 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.2 0.1 -1.3 0.0 0.1 -0.0 0.1 0.1 0.0 1.1 -0.1 -0.4 -0.3 -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 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.2 -0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 OAT 0.6 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.1 0.2 -0.1 0.1 -0.0 -0.1 0.1 0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 0.6 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 -0.2 -0.3 0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.1 0.0 -0.3 -0.0 -0.2 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -2.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.2 -0.2 -0.4 -0.2 0.4 0.7 0.2 0.7 0.5 OJ 0.6 0.2 0.3 -0.0 0.0 -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 0.1 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.4 0.1 1.1 0.4 0.6 0.6 0.6 0.6 0.3 0.7 0.7 PALLAD -0.3 -0.3 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 1.8 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.3 -0.1 -0.1 -0.0 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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.8 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.4 -0.4 -0.2 -0.3 0.3 -0.3 0.1 -0.1 REDWHEAT -0.2 -0.4 0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.0 -0.5 -0.1 -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 -0.3 -0.6 -0.6 -0.4 -0.7 -0.7 -0.6 -0.7 RICE 0.4 -0.2 -0.2 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.3 0.1 -0.0 -0.2 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 -0.2 0.6 -0.3 -0.4 -0.4 -0.7 -0.4 -0.7 ROBUSTA 0.4 -0.6 -0.6 -0.0 0.0 -0.0 -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 0.2 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.6 0.3 0.5 0.2 0.1 0.3 0.3 RUSSELL 0.2 0.3 0.3 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.0 0.3 0.1 0.1 0.1 -0.0 0.1 0.0 0.2 0.0 0.0 -0.4 -0.0 0.6 0.5 -0.2 -0.4 -0.7 -0.7 SHATZ 0.3 -0.1 0.4 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 0.2 0.0 0.0 0.0 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 -0.4 0.0 0.2 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 0.2 -0.1 -0.0 0.2 SMI -0.1 -0.6 -0.4 0.0 0.0 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 -0.6 -0.2 0.1 -0.6 -0.3 SOFR 0.5 -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 0.4 -0.3 -0.5 -0.6 -0.5 -0.0 -0.2 0.6 0.5 SOYBEAN -0.2 -0.2 -0.4 -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 -0.6 -0.6 -0.5 0.1 -0.2 0.3 -0.1 SOYMEAL 0.1 -0.5 -0.2 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.5 -0.1 -0.6 -0.2 -0.2 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.3 0.0 -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 -0.0 -1.9 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.5 -0.0 0.1 0.1 -0.2 0.4 0.0 SP400 0.3 0.3 0.4 0.0 0.0 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 0.0 0.4 0.2 -1.4 0.1 -0.0 0.1 0.0 0.2 0.0 -0.0 -0.5 0.1 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 -0.3 -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 -0.1 0.0 0.4 0.6 0.1 0.1 -0.4 -0.4 SUGAR11 -0.2 -0.2 0.6 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.2 -0.1 -0.2 -0.1 0.1 0.4 0.4 0.4 0.4 0.0 0.1 -0.0 0.1 -0.0 -2.7 0.0 0.1 0.1 0.0 0.0 0.0 1.1 0.4 0.2 -0.0 0.6 -0.7 0.1 -0.7 0.2 US10 0.5 -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 0.5 -0.5 -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 -0.0 -0.2 -0.3 -0.4 -0.4 -0.1 -0.4 0.6 0.5 US2 0.3 -0.6 -0.4 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.2 -0.0 2.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -1.1 -0.2 -0.5 -0.6 -0.4 -0.3 -0.5 0.0 -0.2 US20 0.5 -0.4 -0.4 -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 -0.3 -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 -0.0 -0.1 -0.3 -0.2 -0.3 -0.0 -0.2 0.7 0.6 US5 0.5 -0.6 -0.4 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.0 -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 -0.2 -0.4 -0.5 -0.4 -0.1 -0.5 0.3 0.2 VIX -0.3 -0.6 -0.3 -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 -0.3 -0.4 0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -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 -0.0 -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 -5.2 -18.2 -6.8 -3.9 0.9 -2.7 0.2 -0.9 -2.4 -13.0 -9.4 -13.9 -3.2 -14.9 -14.4 -0.3 -1.5 -0.4 -0.8 -13.2 -8.0 -13.6 -3.3 -13.7 3.5 -5.0 -7.5 -2.9 -5.5 -1.0 -5.2 -0.0 -20.0 -8.8 -5.4 0.5 -2.6 -5.3 -1.9 -3.8 BITCOIN 20.0 20.0 15.1 -1.7 0.9 0.1 -1.0 -0.2 -3.3 19.1 17.6 20.0 17.2 20.0 20.0 -9.8 -7.2 -8.0 -7.4 20.0 20.0 20.0 20.0 20.0 -20.0 8.0 4.0 5.7 4.8 4.4 7.5 -3.4 16.9 20.0 20.0 20.0 0.8 -2.6 -3.0 0.6 BOBL 19.9 -3.4 4.5 -0.1 3.5 -0.2 4.5 0.4 2.4 -0.9 4.5 6.8 -1.2 6.3 1.3 -16.8 -5.3 -0.5 -1.7 4.9 2.9 9.5 1.0 10.0 3.8 2.2 -0.2 1.5 3.7 1.1 4.0 0.8 -10.7 6.2 8.3 7.3 -8.2 -13.7 7.2 0.9 BTP 20.0 1.7 5.6 -0.2 5.9 -0.3 7.5 0.6 4.1 18.6 15.2 20.0 18.4 16.8 13.1 5.9 5.3 6.4 5.6 18.5 15.1 20.0 15.4 20.0 -20.0 6.0 8.4 4.9 11.1 4.9 9.2 15.6 10.6 20.0 20.0 20.0 -6.0 -12.1 12.4 10.5 BUND 20.0 -2.5 1.5 -0.2 4.3 -0.2 5.5 0.4 3.0 2.9 4.7 10.4 1.4 8.4 1.5 -7.9 -7.7 -14.0 -11.8 6.5 2.9 15.7 1.3 14.8 0.8 2.7 1.2 1.5 5.7 1.2 5.5 -10.2 -4.7 11.8 11.5 7.3 -20.0 -19.7 2.5 -1.2 BUXL 20.0 7.2 3.3 -0.2 5.1 -0.3 6.5 0.5 3.6 10.3 7.1 15.5 1.8 14.1 8.4 0.7 -1.2 0.2 -0.5 13.9 5.6 20.0 0.5 20.0 -3.1 4.4 3.2 2.1 7.8 1.2 7.7 4.9 5.1 20.0 20.0 11.0 -20.0 -20.0 -8.7 -8.4 CAC -2.7 -10.9 -8.7 5.2 6.8 5.4 8.0 7.1 6.6 18.0 -15.6 4.9 -5.4 -9.9 -13.6 -5.6 -3.7 -5.5 -4.9 -13.4 -13.9 11.6 -7.8 -5.1 -6.4 -5.3 11.9 -5.1 5.3 -2.1 -1.8 3.9 -0.9 -20.0 -20.0 -20.0 4.6 6.9 -4.3 -2.8 CAD -0.2 -14.0 -8.9 -5.5 1.3 -3.8 0.3 -1.3 -3.4 -16.2 -18.8 -17.7 -18.9 -20.0 -20.0 -6.1 -4.5 -5.9 -5.3 -20.0 -17.8 -16.7 -12.7 -19.1 1.1 -7.6 -7.9 -6.0 -6.0 -4.0 -6.8 -6.3 -20.0 -11.4 -12.2 -10.1 -5.9 -7.3 -8.6 -7.4 CANOLA -20.0 -1.9 5.8 -0.7 0.7 -1.6 -0.4 -2.5 -0.6 5.3 -2.1 -4.1 -5.4 -4.7 -1.8 -13.8 -12.5 -14.6 -14.2 -4.5 -2.8 -2.7 -4.1 -6.7 -11.2 -0.7 2.2 -0.1 -0.6 -1.1 -1.7 -20.0 0.3 -13.4 0.6 4.5 -9.1 -11.3 -2.7 -5.7 CHF -0.9 -20.0 -9.8 -3.1 0.7 -2.2 0.2 -0.7 -1.9 9.2 -5.1 3.0 -5.3 -7.5 -9.7 -14.8 -16.0 -15.2 -15.4 -12.3 -7.6 0.7 -3.1 -8.3 3.8 -3.7 1.9 -2.1 0.1 -0.6 -2.6 -20.0 6.1 -3.6 -7.7 -6.8 -9.9 -9.6 -14.8 -13.9 COCOA 20.0 20.0 7.7 -1.0 1.0 -2.2 -0.5 -3.5 -0.8 9.3 6.9 10.3 7.4 10.6 10.5 -0.4 20.0 17.9 20.0 20.0 18.2 20.0 16.9 20.0 -20.0 3.7 2.2 3.1 2.9 3.9 3.9 20.0 13.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 COFFEE 20.0 5.9 -0.2 -1.6 1.7 -3.6 -0.9 -5.8 -1.4 10.9 15.2 12.9 15.9 13.5 13.7 2.8 4.6 2.6 3.4 20.0 18.5 20.0 15.7 20.0 -20.0 5.8 6.1 4.1 6.6 3.6 7.4 6.2 20.0 20.0 20.0 20.0 -8.1 -6.5 -1.0 1.9 COPPER -8.9 -14.4 -4.0 -0.8 0.4 0.0 -0.5 -0.1 -1.6 9.6 -7.2 -4.5 -1.9 -8.7 -7.5 -6.1 -3.7 -4.9 -4.1 -7.2 -4.0 -0.1 0.3 -6.0 -13.6 -1.9 1.5 -0.2 0.2 1.5 -1.9 2.6 10.2 -3.1 -11.3 -0.9 9.7 12.8 6.4 20.0 CORN -5.8 0.7 -0.9 -2.2 2.4 -5.0 -1.2 -8.1 -1.9 15.6 -20.0 -11.5 -20.0 -16.6 -11.0 -7.0 -13.3 -9.9 -12.6 -14.1 -20.0 -2.6 -20.0 -11.6 -10.7 -8.2 5.5 -9.4 -3.7 -12.4 -8.0 -20.0 -9.8 -20.0 -20.0 -14.8 12.8 -1.6 19.0 2.9 COTTON2 -2.2 -4.9 5.5 -2.0 2.1 -4.4 -1.1 -7.1 -1.7 -14.3 -17.2 -1.2 -18.9 -7.2 -8.4 -14.5 -7.9 -14.2 -11.8 -8.4 -12.2 -5.8 -18.4 -6.6 -20.0 -5.2 -7.2 -5.0 -4.2 -4.5 -4.8 -17.5 -5.6 -13.2 -14.5 -0.4 -18.3 -17.6 -15.3 -12.9 CRUDE_W -0.4 -0.8 -8.3 -2.9 -7.9 -3.9 -6.2 -3.3 -3.9 -17.5 -10.5 -10.5 -6.6 -12.8 -7.0 3.4 9.6 5.2 7.4 -7.0 -8.8 -7.2 -5.9 -6.0 -1.4 -3.9 -7.2 -4.8 -5.4 -3.6 -4.3 7.7 7.5 0.6 -1.8 3.1 -2.1 6.8 -1.1 11.7 DAX 15.0 -1.5 5.9 4.9 6.5 5.1 7.7 6.8 6.3 17.3 14.8 18.1 17.0 12.6 15.8 -8.3 -9.7 -8.4 -8.8 16.4 13.4 20.0 14.5 20.0 7.7 4.9 13.7 4.1 13.2 5.1 8.5 -4.8 20.0 20.0 5.3 8.9 20.0 13.1 13.3 3.5 DOW 12.4 4.7 13.6 3.9 5.1 4.1 6.1 5.4 5.0 -6.9 14.1 11.3 14.9 13.5 14.4 -10.4 -10.6 -10.2 -10.2 20.0 19.4 10.9 17.9 19.0 -12.9 5.4 -0.6 5.6 2.2 5.7 4.5 -6.8 -11.7 7.2 14.4 20.0 -1.6 1.7 -14.0 -8.7 DX 4.2 20.0 14.3 -3.6 0.8 -2.5 0.2 -0.8 -2.2 -7.3 10.0 4.4 8.7 11.0 13.3 5.6 6.5 5.9 6.1 18.2 12.9 0.7 6.3 11.9 -20.0 4.5 -0.9 3.1 0.1 1.4 2.8 13.0 -20.0 20.0 20.0 20.0 -3.4 3.9 -2.8 5.8 EUR -5.6 -20.0 -13.6 -3.0 0.7 -2.1 0.1 -0.7 -1.9 4.6 -8.4 -2.9 -6.3 -8.3 -10.5 -6.2 -7.0 -6.5 -6.7 -14.0 -9.9 -2.6 -4.8 -10.6 14.1 -3.9 0.7 -2.7 -0.7 -1.0 -2.9 -9.6 2.8 -9.9 -10.4 -10.3 1.0 -10.8 0.2 -13.1 EURIBOR-ICE 15.1 -0.9 7.9 -0.1 2.8 -0.2 3.6 0.3 1.9 2.6 7.7 6.4 7.0 7.1 6.2 5.6 0.4 5.0 3.1 8.3 8.1 9.7 7.2 10.3 10.8 3.0 1.3 2.9 3.5 2.7 3.7 9.3 -5.6 6.8 13.0 14.2 -4.4 -13.8 12.6 7.2 EUROSTX 4.9 -8.7 -6.3 4.7 6.2 4.9 7.3 6.5 6.0 16.5 -1.7 14.4 9.9 -2.5 -3.3 -4.0 -3.4 -4.0 -4.0 -2.7 -3.0 20.0 3.6 6.7 -2.8 -1.4 14.2 -1.2 10.6 2.7 3.2 4.7 14.0 -2.7 -20.0 -14.3 4.8 4.1 -12.7 -9.8 FEEDCOW 20.0 20.0 13.2 -2.2 2.3 -5.0 -1.2 -8.0 -1.9 -9.2 6.2 16.5 -9.5 19.0 19.2 9.7 -3.3 12.7 8.4 20.0 11.1 19.1 -4.4 20.0 -13.5 6.8 -0.6 2.2 4.4 -0.7 8.2 3.6 7.1 20.0 20.0 20.0 17.4 17.9 20.0 20.0 GASOIL 0.2 2.4 -8.6 -2.7 -7.3 -3.6 -5.8 -3.1 -3.6 -16.7 -12.6 -13.8 -9.0 -7.4 -6.5 2.4 6.3 2.0 2.6 -5.8 -10.0 -12.4 -8.6 -6.4 4.3 -3.3 -10.2 -5.5 -6.8 -5.0 -3.6 0.1 -4.1 1.0 0.2 -6.9 0.3 -7.3 2.5 -11.6 GASOLINE -1.6 -1.2 -5.9 -2.5 -6.9 -3.4 -5.4 -2.9 -3.4 -13.6 -9.1 -12.8 -3.7 -12.9 -3.7 -6.9 19.2 2.8 13.0 -4.8 -5.5 -6.3 -2.9 -5.2 -20.0 -1.2 -4.5 -1.3 -3.2 -0.3 -2.3 20.0 7.7 2.0 -0.1 7.0 3.0 8.9 7.7 16.0 GAS_US_mini 8.6 6.1 15.6 -1.9 -5.1 -2.5 -4.1 -2.1 -2.6 -11.4 -10.2 -6.5 -12.5 -3.5 -4.3 -12.6 -20.0 -20.0 -20.0 -2.4 -4.9 -5.9 -9.4 -2.5 20.0 -2.3 -4.3 -3.0 -4.5 -4.4 -2.7 -20.0 -2.6 13.3 -4.1 0.6 -10.7 -16.1 -8.3 -13.6 GBP -6.4 -20.0 -9.8 -4.5 1.0 -3.1 0.2 -1.0 -2.8 12.7 -3.8 -1.5 5.1 -9.3 -13.2 0.5 -0.1 0.4 0.2 -13.8 -6.1 2.5 2.3 -9.6 -1.1 -4.5 3.0 -1.6 1.1 1.6 -3.1 2.1 10.6 -6.7 -2.6 3.6 5.2 -12.8 18.4 -12.2 GOLD_micro -8.6 -20.0 -2.9 -0.7 0.4 0.0 -0.4 -0.1 -1.4 -5.6 5.5 -1.2 9.0 -4.0 1.3 -9.2 -12.9 -11.2 -11.9 0.7 7.1 -2.3 11.0 -2.8 -9.5 0.5 -0.8 3.0 -0.9 4.6 -1.1 -12.2 -8.3 -3.9 2.5 9.3 20.0 3.2 20.0 8.4 HEATOIL -3.0 1.6 -6.3 -2.5 -6.8 -3.3 -5.4 -2.9 -3.4 -15.8 -12.7 -15.5 -11.3 -13.8 -8.6 2.6 2.7 -0.8 -1.4 -7.0 -9.6 -12.6 -9.2 -8.5 -19.8 -3.0 -8.3 -3.9 -7.5 -4.0 -4.9 -6.9 -4.5 -3.9 -2.4 0.8 -0.7 2.3 1.7 3.3 JGB-SGX-mini -12.8 -19.5 -3.0 -0.1 3.4 -0.2 4.3 0.3 2.4 -3.4 -0.8 -9.1 1.2 -10.5 -8.3 17.5 13.8 15.4 14.6 -10.0 -4.4 -5.5 -0.4 -10.2 -12.5 -3.3 -0.7 -1.7 -1.9 -0.8 -3.3 20.0 -20.0 -20.0 -11.5 -3.0 -20.0 -16.0 -20.0 -11.8 JPY 16.5 -13.3 -4.3 -2.2 0.5 -1.5 0.1 -0.5 -1.4 6.4 -3.1 7.5 -4.8 1.4 -5.4 -10.4 -13.5 -10.8 -11.7 -3.8 -4.6 6.9 -5.5 2.4 20.0 -1.0 1.6 -1.3 2.5 -1.7 1.0 -19.6 11.3 12.5 4.1 -1.7 -11.7 -20.0 -8.8 -20.0 LEANHOG -4.3 12.6 20.0 -2.3 2.4 -5.2 -1.3 -8.3 -2.0 1.9 12.1 14.0 5.4 19.5 20.0 -20.0 7.4 -11.2 8.2 20.0 20.0 11.5 6.2 19.9 -0.8 8.9 3.3 6.6 6.5 2.6 8.4 15.7 20.0 20.0 20.0 20.0 6.2 -5.8 10.7 0.2 LIVECOW -0.7 -4.2 12.3 -2.4 2.6 -5.5 -1.3 -8.8 -2.1 -20.0 20.0 0.2 18.4 -1.1 19.1 -6.7 4.1 -4.8 0.5 11.2 17.2 -8.2 18.4 2.8 -20.0 4.2 -12.2 6.2 -3.8 7.9 1.4 4.4 -20.0 11.5 5.6 13.0 -5.0 19.9 1.1 20.0 LUMBER-new -9.6 19.3 17.3 -1.8 1.9 -4.1 -1.0 -6.2 -1.5 -15.1 6.7 -11.8 -4.0 7.7 13.8 -19.7 -18.8 -19.7 -19.1 15.3 10.7 -8.7 -0.9 5.7 NaN 5.0 -7.4 3.8 -4.1 0.3 1.1 -20.0 -20.0 1.7 20.0 20.0 12.5 4.0 20.0 11.4 MILK -0.6 -20.0 -4.1 -1.2 1.3 -2.8 -0.7 -4.5 -1.1 11.6 3.6 -0.1 5.9 -10.0 -9.2 -5.6 -3.2 6.3 6.0 -11.1 -1.8 2.2 4.1 -8.9 13.7 -3.2 3.3 -0.7 1.1 0.7 -2.2 1.6 17.4 -3.9 -18.9 -3.8 -9.2 -20.0 -4.3 -20.0 MXP 6.0 -0.9 -12.0 -3.3 0.8 -2.3 0.2 -0.8 -2.1 12.6 -13.1 5.8 -11.2 -6.3 -10.4 11.8 13.2 11.7 11.8 -8.5 -13.8 5.1 -11.7 -1.7 -20.0 -4.2 4.6 -6.6 2.6 -5.4 -0.9 20.0 0.3 6.6 4.6 -9.9 16.3 20.0 20.0 20.0 NASDAQ_micro 4.5 8.4 13.4 3.9 5.1 4.1 6.0 5.4 5.0 13.1 12.5 13.9 13.1 12.9 13.9 -10.5 -9.9 -9.7 -9.5 16.7 15.7 20.0 17.8 18.4 -20.0 5.1 5.8 5.6 5.7 7.4 5.2 -5.5 4.5 -2.3 6.2 9.5 10.0 4.3 -4.0 -7.5 NIKKEI -2.9 1.3 5.3 3.9 5.1 4.0 6.0 5.3 4.9 9.1 6.2 5.6 7.2 1.8 9.7 7.2 6.8 4.5 5.0 3.4 3.9 10.0 8.0 4.9 -9.4 0.4 6.4 -0.8 5.9 2.5 2.8 20.0 -4.5 -11.3 -8.0 -12.2 20.0 12.8 20.0 15.8 NZD -2.4 -18.1 -8.5 -3.5 0.8 -2.4 0.2 -0.8 -2.1 -9.1 -9.7 -9.6 -4.6 -12.1 -12.7 -1.5 -0.4 -1.1 -0.7 -12.3 -8.6 -6.3 -4.2 -9.9 1.8 -4.3 -3.3 -2.9 -2.3 -1.2 -3.5 1.1 -9.7 -3.5 -3.1 0.4 -4.5 -5.0 -4.1 -0.5 OAT 17.7 -3.0 0.7 -0.2 4.2 -0.2 5.4 0.4 2.9 13.4 2.0 14.5 -1.9 8.5 -0.9 -3.7 4.4 2.9 3.8 3.1 -0.3 16.6 -1.8 11.3 4.1 2.0 6.4 0.6 7.9 0.4 5.6 13.4 -4.1 4.8 9.7 5.6 -2.0 -14.4 17.1 5.7 OATIES -7.3 -9.4 20.0 -1.0 1.1 -2.3 -0.6 -3.6 -0.9 -4.3 0.9 -3.4 -5.9 -5.3 4.6 -17.3 -0.6 -7.7 -2.8 0.5 2.3 -2.2 -0.3 -1.9 -20.0 -0.6 -3.5 0.7 -2.3 0.1 -2.1 -3.0 -8.6 -11.6 -5.7 11.3 20.0 5.3 20.0 13.9 OJ 17.5 7.0 10.8 -2.0 2.2 -4.6 -1.1 -7.4 -1.7 -4.0 20.0 17.2 20.0 18.7 19.9 20.0 14.4 18.6 15.5 20.0 20.0 15.5 20.0 20.0 -20.0 7.5 1.2 7.4 6.3 10.6 8.6 20.0 15.8 20.0 20.0 20.0 16.9 9.1 20.0 20.0 PALLAD -8.0 -8.2 13.6 -0.6 0.3 0.0 -0.4 -0.1 -1.2 -7.9 -0.5 -3.8 -3.3 -6.8 -3.3 -2.0 -2.1 -2.1 -2.0 -3.1 -0.3 -4.9 -2.2 -5.5 13.8 -0.7 -2.0 0.5 -2.3 -0.4 -2.2 5.6 -5.9 -1.9 -0.9 1.1 -14.6 -20.0 -20.0 -20.0 PLAT -9.1 -9.4 0.6 -1.0 0.5 0.0 -0.6 -0.1 -2.0 -8.5 -7.6 -9.3 -3.8 -11.8 -7.0 -4.4 -4.4 -4.3 -4.4 -7.4 -3.3 -7.9 -1.3 -9.6 5.7 -3.7 -4.7 -1.6 -5.7 -0.7 -5.8 1.5 -17.6 -11.4 -7.5 -9.1 8.4 -8.6 1.6 -2.3 REDWHEAT -7.1 -12.4 2.1 -2.0 2.1 -4.5 -1.1 -7.2 -1.7 2.0 -19.4 -12.3 -19.7 -18.7 -16.6 -11.0 -8.0 -10.7 -10.0 -18.9 -17.4 -9.3 -20.0 -18.6 -3.5 -7.0 2.0 -6.0 -3.1 -6.4 -6.8 -16.4 -14.1 -20.0 -20.0 -13.0 -20.0 -20.0 -19.0 -20.0 RICE 13.1 -5.5 -7.4 -1.9 2.0 -4.2 -1.0 -6.8 -1.6 -1.6 0.8 10.9 8.2 7.0 -2.4 -9.1 16.4 -7.1 4.9 -2.4 -3.6 1.6 2.3 2.8 -14.5 -3.2 -5.0 -3.3 -1.0 -0.7 -0.6 20.0 -7.5 20.0 -7.8 -11.8 -11.4 -20.0 -11.7 -20.0 ROBUSTA 13.8 -18.3 -18.3 -0.8 0.9 -1.8 -0.4 -2.9 -0.7 -1.0 5.9 0.7 7.4 1.8 3.1 4.3 20.0 12.8 19.4 5.3 6.6 2.2 9.1 5.0 -20.0 2.2 0.5 2.5 1.2 4.0 2.3 20.0 9.6 20.0 10.2 14.9 5.2 1.6 9.5 8.0 RUSSELL 7.2 10.2 10.5 3.7 4.8 3.9 5.7 5.1 4.7 -9.2 11.3 7.0 12.3 10.8 11.8 -6.3 -6.4 -6.2 -6.1 15.8 13.8 4.7 11.1 13.3 0.8 4.8 -1.1 4.8 1.1 4.4 3.7 0.4 -17.6 -1.1 17.8 14.3 -7.2 -12.2 -20.0 -20.0 SHATZ 10.8 -3.7 12.6 -0.1 2.7 -0.1 3.5 0.3 1.9 -5.5 5.7 2.5 0.7 4.2 2.5 -20.0 -20.0 -20.0 -20.0 4.4 4.5 2.8 1.7 5.1 5.8 2.2 -2.0 2.4 1.4 1.5 2.5 -20.0 -18.1 0.0 7.0 9.7 -7.6 -14.4 2.9 -5.0 SILVER-mini -8.1 -9.3 3.8 -1.0 0.6 0.0 -0.6 -0.1 -2.0 8.1 2.9 3.7 8.1 -10.3 -0.8 -5.8 -6.3 -5.9 -6.0 -2.1 4.2 1.9 8.7 -3.8 -2.8 -0.0 2.0 2.3 1.1 3.9 -1.0 -1.5 6.7 3.3 3.3 5.7 7.2 -2.0 -0.7 7.3 SMI -3.7 -18.4 -13.4 3.8 5.0 4.0 5.9 5.2 4.8 5.6 0.2 2.6 8.7 -7.6 -8.2 0.7 0.4 0.3 -0.1 -8.7 -4.1 2.3 3.8 -4.7 8.4 -3.1 1.0 -0.3 0.9 3.6 -1.8 11.2 -10.3 -17.2 -20.0 -18.1 -6.3 1.7 -17.5 -9.5 SOFR 15.6 -20.0 -15.7 -0.2 4.2 -0.2 5.4 0.4 3.0 12.6 -1.8 12.6 2.8 -3.5 -10.4 -0.8 0.0 0.2 0.3 -10.0 -7.4 10.5 -1.4 0.7 -6.0 -3.6 2.0 -2.6 1.7 -0.5 -0.9 6.7 -12.8 -15.0 -18.2 -16.1 -0.7 -7.2 16.7 14.9 SOYBEAN -6.7 -4.7 -11.3 -1.8 1.9 -3.9 -1.0 -6.3 -1.5 -3.8 -17.8 -15.6 -17.5 -17.2 -16.5 -1.4 0.3 -2.1 -2.4 -18.0 -20.0 -9.5 -20.0 -14.5 -20.0 -6.9 -0.7 -8.4 -3.5 -9.2 -5.7 -3.2 -1.9 -19.5 -20.0 -16.5 2.7 -7.1 7.6 -1.7 SOYMEAL 2.4 -14.4 -7.4 -1.7 1.8 -3.8 -0.9 -6.1 -1.4 -12.4 -17.5 -10.2 -17.4 -16.1 -17.4 -12.3 -0.5 -8.0 -4.8 -17.5 -19.5 -6.0 -20.0 -11.9 -20.0 -5.9 -1.7 -5.9 -1.4 -5.2 -3.9 -5.3 0.5 -6.4 -20.0 -14.2 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 5.6 13.3 -0.7 0.7 -1.6 -0.4 -2.5 -0.6 5.3 -1.1 -5.0 -5.5 -5.1 -0.8 -3.1 0.1 -1.8 -0.8 -1.2 -0.6 -2.3 -2.9 -3.8 -14.2 -0.3 0.6 0.1 -1.7 -0.8 -1.8 -1.6 -2.2 -15.0 -0.6 4.6 3.7 -5.7 11.5 0.1 SP400 8.7 9.0 11.3 4.0 5.3 4.2 6.3 5.6 5.1 -12.1 12.7 5.7 14.4 10.5 12.9 -7.6 -6.6 -7.4 -6.9 18.8 16.2 5.4 13.9 15.9 -10.7 5.4 -1.3 5.2 1.6 4.9 4.4 -0.4 -18.9 4.2 18.9 18.7 -2.9 -6.5 -18.1 -20.0 SP500_micro 9.3 6.7 19.2 5.2 6.8 5.4 8.1 7.2 6.6 17.0 20.0 19.6 20.0 19.5 20.0 -12.5 -11.9 -11.7 -11.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 3.0 8.5 4.9 10.6 6.3 -9.0 -5.3 1.5 12.0 20.0 4.4 4.1 -12.9 -10.5 SUGAR11 -6.9 -5.6 20.0 -1.7 1.8 -3.8 -1.0 -6.2 -1.5 1.6 7.5 -7.6 -5.7 -11.7 7.4 20.0 20.0 20.0 20.0 2.1 6.4 -2.1 2.3 -4.0 -20.0 3.2 6.1 3.6 4.3 1.0 2.4 20.0 16.5 4.7 -0.4 20.0 -20.0 1.8 -20.0 5.8 US10 16.2 -19.6 -12.9 -0.1 3.1 -0.2 3.9 0.3 2.1 9.7 -3.0 10.1 -0.1 -1.6 -7.4 -3.1 -6.3 -4.2 -5.2 -6.5 -5.8 8.8 -2.9 1.7 1.7 -2.4 1.8 -1.9 1.7 -0.6 -0.3 -3.6 -7.7 -9.3 -11.7 -11.4 -5.4 -17.4 8.8 8.9 US10U 16.3 -15.9 -10.6 -0.2 3.9 -0.2 5.0 0.4 2.7 12.3 -3.8 13.0 -0.1 -0.5 -8.7 -4.2 -3.7 -4.3 -4.2 -6.3 -6.1 11.0 -3.6 3.3 -1.5 -2.8 2.4 -2.5 2.5 -0.9 0.1 -0.4 -7.5 -10.6 -12.1 -13.1 -3.5 -12.3 18.3 16.3 US2 10.2 -20.0 -11.6 -0.1 3.4 -0.2 4.4 0.3 2.4 10.4 -4.3 9.6 -2.8 -4.9 -9.6 -15.4 -20.0 -19.2 -20.0 -12.5 -9.1 8.4 -5.7 -3.3 17.2 -3.0 2.2 -1.9 1.3 -0.6 -1.2 -20.0 -7.0 -16.6 -17.4 -10.9 -7.9 -16.4 1.5 -7.4 US20 15.1 -13.2 -11.1 -0.1 2.9 -0.2 3.7 0.3 2.0 9.1 -2.7 9.5 1.7 0.7 -6.3 -0.9 -1.3 -1.5 -1.4 -3.8 -4.0 9.1 -2.1 3.5 -3.1 -2.1 1.9 -1.8 1.9 -0.5 0.1 4.2 -6.6 -8.2 -7.5 -9.4 -0.2 -7.8 20.0 18.2 US30 13.5 -9.1 -8.2 -0.1 3.0 -0.2 3.8 0.3 2.1 9.4 -3.5 9.9 0.2 2.2 -6.1 -3.7 -4.3 -3.1 -3.6 -2.8 -3.6 8.8 -2.7 3.9 -2.1 -1.9 2.1 -1.9 2.5 -0.7 0.6 -0.4 -5.7 -8.4 -4.7 -7.9 -0.4 -7.4 20.0 16.7 US5 15.0 -20.0 -13.9 -0.1 3.6 -0.2 4.6 0.4 2.5 11.0 -4.0 11.3 -2.2 -3.9 -9.4 -5.1 -9.5 -6.9 -8.3 -10.3 -8.2 8.5 -4.2 -0.7 6.9 -2.9 2.1 -2.2 1.8 -0.6 -0.5 -8.9 -7.1 -12.1 -15.0 -13.2 -3.2 -14.1 9.9 5.9 VIX -6.7 -11.6 -4.9 -3.7 1.6 -1.9 -1.0 -3.4 -3.8 4.9 -14.4 -10.4 -14.4 -17.1 -17.4 -20.0 -20.0 -16.2 -18.4 -11.5 -7.2 -5.9 -10.9 -12.4 NaN -4.3 1.0 -2.1 -1.8 -3.9 -4.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -10.1 -12.0 1.7 -2.1 2.2 -4.8 -1.2 -7.7 -1.8 -1.5 -18.5 -17.0 -18.5 -20.0 -14.0 -14.5 -14.5 -14.0 -14.2 -20.0 -17.9 -12.3 -20.0 -20.0 5.5 -7.4 0.7 -6.0 -4.2 -5.8 -7.7 -20.0 -18.3 -20.0 -20.0 -13.9 -20.0 -20.0 -16.9 -17.9 End of report for caleb_strategy_v3