******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241212_204456 produced at 2024-12-12 21:41:41.041363 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.48 -1.24 0.0 0.51 -0.51 -0.48 -0.51 -38.98 16.0 -15 -16 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.99 0.0 0.00 0.00 0.00 0.00 -12.17 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.24 0.0 999.00 -999.00 -0.18 -0.18 -40.39 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 -2.73 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.14 -0.17 0.0 0.70 -0.70 -0.14 -0.07 -7.06 29.0 -6 -3 caleb_strategy_v3 CHF False False 0.05 -0.39 -0.11 0.0 0.63 -0.63 -0.39 -0.48 -2.21 13.0 -8 -10 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.06 0.0 0.13 -0.13 -0.06 -0.07 -4.75 11.0 -5 -6 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.06 0.0 0.63 -0.63 -0.04 -0.04 -1.34 14.0 -1 -1 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.06 0.0 0.91 -0.91 -0.22 -0.22 -1.55 25.0 -6 -6 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.29 24.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.07 -0.05 0.0 999.00 -999.00 -0.07 -0.07 -1.50 999999999.0 -2 -2 caleb_strategy_v3 NZD False False 0.02 0.00 -0.05 0.0 0.41 -0.41 0.00 0.00 -2.42 21.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.04 -0.05 0.0 0.41 -0.41 -0.04 -0.04 -2.40 19.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.04 0.0 0.10 -0.10 -0.06 -0.06 -1.18 3.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -3.97 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.04 0.0 0.09 -0.09 -0.05 -0.05 -5.89 12.0 -7 -7 caleb_strategy_v3 SMI False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.66 9.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.03 0.0 0.09 -0.09 -0.01 -0.01 -2.53 9.0 -1 -1 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.64 -0.64 0.00 0.00 -0.85 17.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.03 -1.64 7.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -2.89 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.03 0.0 0.15 -0.15 -0.01 -0.01 -8.49 51.0 -4 -4 caleb_strategy_v3 CAC True False 0.03 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.17 12.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -2.50 8.0 -4 -4 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.02 0.0 0.50 -0.50 -0.04 -0.04 -0.53 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.02 0.0 0.48 -0.48 -0.03 -0.06 -0.77 17.0 -1 -2 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -1.41 10.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -5.51 26.0 -7 -7 caleb_strategy_v3 GBP False False 0.03 0.00 -0.02 0.0 0.59 -0.59 0.00 0.00 -0.73 22.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.17 9.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.01 0.0 0.25 -0.25 -0.04 -0.08 -0.13 6.0 -1 -2 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.05 -0.62 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 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.54 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 0.00 0.0 0.51 -0.51 -0.01 0.00 0.15 56.0 -1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.15 23.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.06 4.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.48 -0.48 0.00 0.00 -0.08 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.47 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.10 5.0 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 0.18 999999999.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.09 5.0 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 -0.81 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.01 0.00 0.0 0.50 -0.50 0.01 0.00 0.23 66.0 1 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.67 18.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.04 0.01 0.0 0.24 -0.24 0.04 0.00 0.13 6.0 1 0 caleb_strategy_v3 BOBL False False 0.04 0.00 0.01 0.0 0.80 -0.80 0.00 0.00 0.27 19.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.28 -0.28 0.00 0.00 3.04 68.0 0 0 caleb_strategy_v3 SP400 False True 0.11 0.22 0.01 0.0 0.22 0.00 0.22 0.22 0.05 2.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.02 0.02 0.0 0.50 -0.50 0.02 0.01 1.86 48.0 2 1 caleb_strategy_v3 EUROSTX False False 0.02 0.00 0.02 0.0 0.36 -0.36 0.00 0.04 0.88 20.0 0 2 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.02 0.0 0.34 -0.34 0.04 0.06 1.45 23.0 3 4 caleb_strategy_v3 COCOA False False 0.04 0.07 0.03 0.0 0.95 -0.95 0.07 0.07 0.93 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 1.81 3.0 1 1 caleb_strategy_v3 MXP False False 0.01 0.00 0.04 0.0 0.50 -0.50 0.00 0.00 4.64 60.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.06 0.04 0.0 0.16 -0.16 0.06 0.05 3.68 13.0 5 4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.05 0.0 0.00 0.00 0.00 0.00 14.15 59.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.13 0.08 0.0 0.45 -0.45 0.13 0.13 1.87 10.0 3 3 caleb_strategy_v3 DX False False 0.04 0.00 0.08 0.0 999.00 -999.00 0.00 0.00 2.25 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.00 0.08 0.0 0.44 -0.44 0.00 0.03 3.09 17.0 0 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.18 0.10 0.0 0.35 -0.35 0.18 0.18 2.38 8.0 4 4 caleb_strategy_v3 BTP False False 0.04 0.17 0.12 0.0 0.44 -0.44 0.17 0.17 2.69 10.0 4 4 caleb_strategy_v3 DAX False False 0.01 0.05 0.14 0.0 0.43 -0.43 0.05 0.05 19.14 58.0 7 7 caleb_strategy_v3 NIKKEI False False 0.01 0.11 0.18 0.0 0.32 -0.32 0.11 0.11 20.81 36.0 13 13 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.18 0.0 0.88 -0.88 0.00 0.00 13.43 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.2 Shocked risk 43.0 Sum abs risk 43.8 Leverage 6.11 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2943262.63, 'annual_cash_vol_target': 735815.6575, 'daily_cash_vol_target': 45988.47859375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6368 0.6667 10.6679 BITCOIN 2293.6240 101615.0000 2.2572 36.1147 BOBL 0.2452 118.3500 0.2072 3.3152 BTP 0.5354 121.7300 0.4399 7.0378 BUND 0.4800 134.8500 0.3560 5.6958 BUXL 1.1531 135.9800 0.8480 13.5673 CAC 58.7366 7412.0000 0.7925 12.6792 CAD 0.0028 0.7065 0.3972 6.3545 CANOLA 9.1983 627.9000 1.4649 23.4388 CHF 0.0055 1.1338 0.4811 7.6973 COCOA 181.3814 10781.0000 1.6824 26.9187 COFFEE 6.6277 316.0000 2.0974 33.5582 COPPER 0.0507 4.2370 1.1976 19.1611 CORN 3.8023 441.7500 0.8607 13.7719 COTTON2 0.8291 70.0500 1.1836 18.9381 CRUDE_W 0.9865 67.6400 1.4585 23.3360 DAX 135.9431 20619.0000 0.6593 10.5490 DOW 272.3595 44431.0000 0.6130 9.8079 DX 0.3993 106.6100 0.3745 5.9921 EUR 0.0052 1.0519 0.4949 7.9189 EURIBOR-ICE 0.0464 98.0500 0.0473 0.7575 EUROSTX 39.2816 4990.0000 0.7872 12.5953 FEEDCOW 1.6358 258.5000 0.6328 10.1248 GASOIL 10.1694 675.2500 1.5060 24.0962 GASOLINE 0.0345 2.0204 1.7075 27.3199 GAS_US_mini 0.1141 3.2150 3.5504 56.8071 GBP 0.0064 1.2665 0.5020 8.0318 GOLD_micro 25.3030 2706.1000 0.9350 14.9606 HEATOIL 0.0365 2.2361 1.6308 26.0936 JGB-SGX-mini 0.1933 142.3200 0.1358 2.1732 JPY 0.0000 0.0066 0.6885 11.0163 LEANHOG 1.1340 88.4750 1.2817 20.5077 LIVECOW 1.1294 190.9250 0.5915 9.4647 LUMBER-new 7.4084 587.5000 1.2610 20.1761 MILK 0.2642 20.0600 1.3170 21.0714 MXP 0.0004 0.0487 0.7585 12.1368 NASDAQ_micro 159.8988 21682.7500 0.7374 11.7992 NIKKEI 369.6521 39670.0000 0.9318 14.9091 NZD 0.0039 0.5771 0.6797 10.8748 OAT 0.4405 125.1700 0.3519 5.6312 OATIES 6.6710 361.0000 1.8479 29.5669 OJ 6.3598 485.9500 1.3087 20.9399 PALLAD 24.6188 993.0000 2.4792 39.6678 PLAT 13.4911 940.4000 1.4346 22.9538 REDWHEAT 8.0823 570.2500 1.4173 22.6773 RICE 0.1303 15.0950 0.8632 13.8104 ROBUSTA 122.9667 5124.0000 2.3998 38.3971 RUSSELL 24.1481 2400.5000 1.0060 16.0954 SHATZ 0.0865 107.0850 0.0807 1.2920 SILVER-mini 0.5083 31.6750 1.6048 25.6772 SMI 79.9741 11701.0000 0.6835 10.9357 SOFR 0.0549 96.2550 0.0571 0.9130 SOYBEAN 8.3073 1013.7500 0.8195 13.1114 SOYMEAL 3.3840 301.5000 1.1224 17.9583 SOYOIL 0.7736 43.2900 1.7870 28.5926 SP400 25.9978 3305.0000 0.7866 12.5859 SP500_micro 32.2789 6132.2500 0.5264 8.4221 SUGAR11 0.2792 19.5500 1.4279 22.8469 US10 0.3621 110.3594 0.3281 5.2504 US10U 0.5207 113.5312 0.4586 7.3377 US2 0.0849 102.9922 0.0824 1.3188 US20 0.7726 117.2188 0.6591 10.5458 US30 1.2459 123.5625 1.0083 16.1330 US5 0.2213 107.1641 0.2065 3.3041 VIX 0.4584 17.2500 2.6573 42.5160 WHEAT 7.0866 603.2500 1.1747 18.7957 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 636.80 0.67 424.58 1.00 424.58 45988.48 108.31 -8.55 -92.59 BITCOIN 101.62 2.26 229.36 1.00 229.36 45988.48 200.51 6.52 130.70 BOBL 1183.50 0.21 245.22 1.05 258.11 45988.48 178.17 1.49 26.48 BTP 1217.30 0.44 535.44 1.05 563.58 45988.48 81.60 9.68 79.00 BUND 1348.50 0.36 480.04 1.05 505.27 45988.48 91.02 -0.83 -7.56 BUXL 1359.80 0.85 1153.05 1.05 1213.64 45988.48 37.89 1.58 5.99 CAC 741.20 0.79 587.37 1.05 618.23 45988.48 74.39 -4.61 -34.29 CAD 706.50 0.40 280.59 1.00 280.59 45988.48 163.90 -16.60 -272.10 CANOLA 125.58 1.46 183.97 0.71 129.86 45988.48 354.13 -9.85 -348.87 CHF 1417.19 0.48 681.78 1.00 681.78 45988.48 67.45 -12.63 -85.22 COCOA 1078.10 1.68 1813.81 1.00 1813.81 45988.48 25.35 17.17 43.53 COFFEE 1185.00 2.10 2485.40 1.00 2485.40 45988.48 18.50 6.17 11.42 COPPER 1059.25 1.20 1268.53 1.00 1268.53 45988.48 36.25 -3.82 -13.84 CORN 220.88 0.86 190.12 1.00 190.12 45988.48 241.90 -10.01 -242.18 COTTON2 350.25 1.18 414.57 1.00 414.57 45988.48 110.93 -20.00 -221.86 CRUDE_W 676.40 1.46 986.53 1.00 986.53 45988.48 46.62 -0.20 -0.93 DAX 206.19 0.66 135.94 1.05 143.09 45988.48 321.40 17.46 561.10 DOW 222.16 0.61 136.18 1.00 136.18 45988.48 337.70 0.29 9.72 DX 1066.10 0.37 399.26 1.00 399.26 45988.48 115.18 7.52 86.61 EUR 1314.88 0.49 650.77 1.00 650.77 45988.48 70.67 -7.29 -51.55 EURIBOR-ICE 2451.25 0.05 116.06 1.05 122.16 45988.48 376.47 10.46 393.79 EUROSTX 499.00 0.79 392.82 1.05 413.46 45988.48 111.23 2.32 25.82 FEEDCOW 1292.50 0.63 817.90 1.00 817.90 45988.48 56.23 12.75 71.70 GASOIL 675.25 1.51 1016.94 1.00 1016.94 45988.48 45.22 -3.16 -14.27 GASOLINE 848.57 1.71 1448.92 1.00 1448.92 45988.48 31.74 0.02 0.08 GAS_US_mini 80.38 3.55 285.37 1.00 285.37 45988.48 161.16 -3.16 -50.91 GBP 791.56 0.50 397.35 1.00 397.35 45988.48 115.74 -2.42 -28.02 GOLD_micro 270.61 0.94 253.03 1.00 253.03 45988.48 181.75 0.24 4.45 HEATOIL 939.16 1.63 1531.63 1.00 1531.63 45988.48 30.03 -9.06 -27.21 JGB-SGX-mini 142320.00 0.14 19330.38 0.01 127.38 45988.48 361.05 -9.97 -359.97 JPY 828.75 0.69 570.61 1.00 570.61 45988.48 80.60 -3.70 -29.79 LEANHOG 353.90 1.28 453.60 1.00 453.60 45988.48 101.38 5.97 60.50 LIVECOW 763.70 0.59 451.76 1.00 451.76 45988.48 101.80 9.17 93.38 LUMBER-new 161.56 1.26 203.73 1.00 203.73 45988.48 225.73 -1.67 -37.70 MILK 401.20 1.32 528.37 1.00 528.37 45988.48 87.04 -0.47 -4.06 MXP 243.55 0.76 184.74 1.00 184.74 45988.48 248.93 1.27 31.62 NASDAQ_micro 433.66 0.74 319.80 1.00 319.80 45988.48 143.80 4.33 62.29 NIKKEI 39670.00 0.93 36965.21 0.01 243.58 45988.48 188.80 10.18 192.21 NZD 577.10 0.68 392.24 1.00 392.24 45988.48 117.25 -7.95 -93.25 OAT 1251.70 0.35 440.53 1.05 463.68 45988.48 99.18 5.52 54.72 OATIES 180.50 1.85 333.55 1.00 333.55 45988.48 137.88 -4.60 -63.38 OJ 728.92 1.31 953.98 1.00 953.98 45988.48 48.21 17.57 84.70 PALLAD 993.00 2.48 2461.88 1.00 2461.88 45988.48 18.68 -2.71 -5.07 PLAT 470.20 1.43 674.56 1.00 674.56 45988.48 68.18 -6.05 -41.25 REDWHEAT 285.12 1.42 404.12 1.00 404.12 45988.48 113.80 -16.54 -188.23 RICE 301.90 0.86 260.59 1.00 260.59 45988.48 176.48 -9.25 -163.20 ROBUSTA 512.40 2.40 1229.67 1.00 1229.67 45988.48 37.40 3.51 13.15 RUSSELL 120.02 1.01 120.74 1.00 120.74 45988.48 380.89 2.41 91.64 SHATZ 1070.85 0.08 86.47 1.05 91.01 45988.48 505.29 -2.51 -126.72 SILVER-mini 791.88 1.60 1270.82 1.00 1270.82 45988.48 36.19 1.49 5.37 SMI 1170.10 0.68 799.74 1.13 905.15 45988.48 50.81 -3.82 -19.40 SOFR 2406.38 0.06 137.32 1.00 137.32 45988.48 334.90 -5.98 -200.25 SOYBEAN 506.88 0.82 415.37 1.00 415.37 45988.48 110.72 -15.93 -176.42 SOYMEAL 301.50 1.12 338.40 1.00 338.40 45988.48 135.90 -20.00 -271.80 SOYOIL 259.74 1.79 464.16 1.00 464.16 45988.48 99.08 -5.13 -50.85 SP400 3305.00 0.79 2599.78 1.00 2599.78 45988.48 17.69 0.87 1.53 SP500_micro 306.61 0.53 161.39 1.00 161.39 45988.48 284.94 2.82 80.22 SUGAR11 218.96 1.43 312.66 1.00 312.66 45988.48 147.09 -2.14 -31.45 US10 1103.59 0.33 362.14 1.00 362.14 45988.48 126.99 -5.28 -67.10 US10U 1135.31 0.46 520.66 1.00 520.66 45988.48 88.33 -4.76 -42.03 US2 2059.84 0.08 169.79 1.00 169.79 45988.48 270.86 -7.95 -215.35 US20 1172.19 0.66 772.61 1.00 772.61 45988.48 59.52 -2.30 -13.66 US30 1235.62 1.01 1245.89 1.00 1245.89 45988.48 36.91 -2.69 -9.91 US5 1071.64 0.21 221.30 1.00 221.30 45988.48 207.81 -5.90 -122.57 VIX 172.50 2.66 458.38 1.00 458.38 45988.48 100.33 -16.31 -163.62 WHEAT 301.62 1.17 354.33 1.00 354.33 45988.48 129.79 -16.77 -217.60 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -92.587 0.010 2.5 -2.402 BITCOIN 130.703 0.043 2.5 14.153 BOBL 26.476 0.004 2.5 0.268 BTP 78.995 0.014 2.5 2.694 BUND -7.564 0.004 2.5 -0.077 BUXL 5.991 0.004 2.5 0.061 CAC -34.290 0.014 2.5 -1.170 CAD -272.096 0.010 2.5 -7.060 CANOLA -348.873 0.010 2.5 -8.488 CHF -85.219 0.010 2.5 -2.211 COCOA 43.530 0.009 2.5 0.932 COFFEE 11.416 0.005 2.5 0.133 COPPER -13.842 0.043 2.5 -1.499 CORN -242.182 0.010 2.5 -5.892 COTTON2 -221.862 0.009 2.5 -4.752 CRUDE_W -0.926 0.043 2.5 -0.100 DAX 561.102 0.014 2.5 19.138 DOW 9.720 0.009 2.5 0.226 DX 86.610 0.010 2.5 2.247 EUR -51.548 0.010 2.5 -1.337 EURIBOR-ICE 393.786 0.014 2.5 13.431 EUROSTX 25.823 0.014 2.5 0.881 FEEDCOW 71.702 0.013 2.5 2.376 GASOIL -14.273 0.017 2.5 -0.619 GASOLINE 0.075 0.017 2.5 0.003 GAS_US_mini -50.912 0.043 2.5 -5.513 GBP -28.017 0.010 2.5 -0.727 GOLD_micro 4.446 0.014 2.5 0.152 HEATOIL -27.215 0.017 2.5 -1.180 JGB-SGX-mini -359.968 0.043 2.5 -38.980 JPY -29.792 0.010 2.5 -0.773 LEANHOG 60.497 0.024 2.5 3.677 LIVECOW 93.381 0.013 2.5 3.094 LUMBER-new -37.702 0.009 2.5 -0.807 MILK -4.060 0.009 2.5 -0.087 MXP 31.618 0.059 2.5 4.641 NASDAQ_micro 62.291 0.009 2.5 1.448 NIKKEI 192.210 0.043 2.5 20.814 NZD -93.250 0.010 2.5 -2.419 OAT 54.721 0.014 2.5 1.866 OATIES -63.382 0.010 2.5 -1.542 OJ 84.698 0.009 2.5 1.814 PALLAD -5.069 0.014 2.5 -0.173 PLAT -41.253 0.014 2.5 -1.407 REDWHEAT -188.229 0.005 2.5 -2.497 RICE -163.204 0.010 2.5 -3.970 ROBUSTA 13.145 0.005 2.5 0.154 RUSSELL 91.643 0.013 2.5 3.037 SHATZ -126.724 0.004 2.5 -1.285 SILVER-mini 5.375 0.014 2.5 0.183 SMI -19.398 0.014 2.5 -0.662 SOFR -200.247 0.024 2.5 -12.170 SOYBEAN -176.416 0.004 2.5 -1.641 SOYMEAL -271.798 0.004 2.5 -2.528 SOYOIL -50.850 0.004 2.5 -0.473 SP400 1.532 0.013 2.5 0.051 SP500_micro 80.220 0.009 2.5 1.864 SUGAR11 -31.447 0.009 2.5 -0.669 US10 -67.102 0.005 2.5 -0.850 US10U -42.025 0.005 2.5 -0.533 US2 -215.353 0.005 2.5 -2.729 US20 -13.664 0.005 2.5 -0.173 US30 -9.914 0.005 2.5 -0.126 US5 -122.569 0.005 2.5 -1.553 VIX -163.623 0.099 2.5 -40.389 WHEAT -217.603 0.005 2.5 -2.887 ===================== Position diags ===================== AUD 2.81 BITCOIN 21.71 BOBL 1.81 BTP 2.78 BUND 0.92 BUXL 0.38 CAC 2.54 CAD 4.25 CANOLA 8.62 CHF 1.75 COCOA 0.54 COFFEE 0.22 COPPER 3.93 CORN 5.88 COTTON2 2.38 CRUDE_W 5.05 DAX 10.96 DOW 7.85 DX 2.99 EUR 1.83 EURIBOR-ICE 12.84 EUROSTX 3.79 FEEDCOW 1.86 GASOIL 1.96 GASOLINE 1.38 GAS_US_mini 17.45 GBP 3.00 GOLD_micro 6.20 HEATOIL 1.30 JGB-SGX-mini 39.10 JPY 2.09 LEANHOG 6.16 LIVECOW 3.37 LUMBER-new 4.83 MILK 1.86 MXP 36.54 NASDAQ_micro 3.34 NIKKEI 20.44 NZD 3.04 OAT 3.38 OATIES 3.35 OJ 1.03 PALLAD 0.64 PLAT 2.33 REDWHEAT 1.51 RICE 4.29 ROBUSTA 0.44 RUSSELL 12.62 SHATZ 5.12 SILVER-mini 1.23 SMI 1.73 SOFR 20.35 SOYBEAN 1.03 SOYMEAL 1.26 SOYOIL 0.92 SP400 0.59 SP500_micro 6.62 SUGAR11 3.13 US10 1.61 US10U 1.12 US2 3.43 US20 0.75 US30 0.47 US5 2.63 VIX 24.77 WHEAT 1.72 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.4 -2.7 -2.1 -2.0 -2 BITCOIN 14.2 12.0 16.3 0.0 0 BOBL 0.3 0.1 0.4 0.0 0 BTP 2.7 2.4 3.0 4.0 4 BUND -0.1 -0.2 0.0 0.0 0 BUXL 0.1 0.0 0.1 0.0 0 CAC -1.2 -1.4 -0.9 0.0 0 CAD -7.1 -7.5 -6.6 -6.0 -6 CANOLA -8.5 -9.3 -7.6 -4.0 -4 CHF -2.2 -2.4 -2.0 -8.0 -8 COCOA 0.9 0.9 1.0 2.0 2 COFFEE 0.1 0.1 0.2 1.0 1 COPPER -1.5 -1.9 -1.1 -2.0 -2 CORN -5.9 -6.5 -5.3 -7.0 -7 COTTON2 -4.8 -5.0 -4.5 -5.0 -5 CRUDE_W -0.1 -0.6 0.4 0.0 0 DAX 19.1 18.0 20.2 7.0 7 DOW 0.2 -0.6 1.0 1.0 1 DX 2.2 1.9 2.5 0.0 0 EUR -1.3 -1.5 -1.2 -1.0 -1 EURIBOR-ICE 13.4 12.1 14.7 0.0 0 EUROSTX 0.9 0.5 1.3 0.0 0 FEEDCOW 2.4 2.2 2.6 4.0 4 GASOIL -0.6 -0.8 -0.4 -2.0 -2 GASOLINE 0.0 -0.1 0.1 0.0 0 GAS_US_mini -5.5 -7.3 -3.8 -7.0 -7 GBP -0.7 -1.0 -0.4 0.0 0 GOLD_micro 0.2 -0.5 0.8 -1.0 -1 HEATOIL -1.2 -1.3 -1.0 -2.0 -2 JGB-SGX-mini -39.0 -42.9 -35.1 -15.0 -15 JPY -0.8 -1.0 -0.6 -1.0 -1 LEANHOG 3.7 3.1 4.3 5.0 5 LIVECOW 3.1 2.8 3.4 0.0 0 LUMBER-new -0.8 -1.3 -0.3 0.0 0 MILK -0.1 -0.3 0.1 0.0 0 MXP 4.6 1.0 8.3 0.0 0 NASDAQ_micro 1.4 1.1 1.8 3.0 3 NIKKEI 20.8 18.8 22.9 13.0 13 NZD -2.4 -2.7 -2.1 0.0 0 OAT 1.9 1.5 2.2 3.0 3 OATIES -1.5 -1.9 -1.2 NaN 0 OJ 1.8 1.7 1.9 1.0 1 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT -1.4 -1.6 -1.2 -1.0 -1 REDWHEAT -2.5 -2.6 -2.3 -4.0 -4 RICE -4.0 -4.4 -3.5 NaN 0 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 3.0 1.8 4.3 0.0 0 SHATZ -1.3 -1.8 -0.8 NaN 0 SILVER-mini 0.2 0.1 0.3 0.0 0 SMI -0.7 -0.8 -0.5 0.0 0 SOFR -12.2 -14.2 -10.1 NaN 0 SOYBEAN -1.6 -1.7 -1.5 -2.0 -2 SOYMEAL -2.5 -2.7 -2.4 -1.0 -1 SOYOIL -0.5 -0.6 -0.4 0.0 0 SP400 0.1 -0.0 0.1 2.0 2 SP500_micro 1.9 1.2 2.5 2.0 2 SUGAR11 -0.7 -1.0 -0.4 0.0 0 US10 -0.9 -1.0 -0.7 0.0 0 US10U -0.5 -0.6 -0.4 -1.0 -1 US2 -2.7 -3.1 -2.4 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.1 -0.2 -0.1 -1.0 -1 US5 -1.6 -1.8 -1.3 -6.0 -6 VIX -40.4 -42.9 -37.9 -30.0 -30 WHEAT -2.9 -3.1 -2.7 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.2 -0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 0.5 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.4 -0.4 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 BITCOIN 0.2 0.6 0.5 -0.0 0.0 0.0 0.1 -0.0 0.0 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 -0.2 -0.1 0.6 0.6 0.6 0.0 -0.1 -0.1 0.0 BOBL 0.6 -0.0 0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 0.1 0.0 -0.0 0.1 0.0 -0.4 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 0.1 0.5 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 -0.1 0.0 0.2 0.3 -0.2 -0.4 0.3 0.0 BTP 0.6 0.1 0.1 -0.0 -0.1 -0.0 0.0 0.0 0.0 -0.1 0.4 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 -2.7 0.1 -0.0 0.1 0.0 0.2 0.1 0.8 0.4 0.6 0.6 0.6 -0.1 -0.4 0.5 0.4 BUND 0.6 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 0.1 0.0 0.1 0.1 0.0 -0.0 -0.1 -0.2 -0.2 0.1 0.0 -0.0 0.0 0.1 0.1 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.4 -0.2 0.1 0.3 0.3 -0.7 -0.7 0.1 -0.0 BUXL 0.6 0.3 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 0.0 -0.0 0.0 -0.0 0.1 0.1 -0.0 0.0 0.1 -0.4 0.0 -0.1 0.1 -0.0 0.1 0.0 0.3 -0.3 0.2 0.6 0.4 -0.7 -0.7 -0.2 -0.3 CAC 0.3 -0.3 -0.2 0.1 0.0 0.2 0.0 0.3 0.1 0.1 -0.4 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.0 -0.9 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.2 0.4 -0.1 -0.6 -0.6 0.2 0.2 -0.1 -0.1 CAD -0.1 -0.4 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.4 -0.2 0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.3 -0.5 -0.6 -0.5 -0.4 -0.2 -0.2 -0.3 -0.3 CANOLA -0.5 -0.2 0.2 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 -0.2 -0.2 -0.3 -0.3 -0.0 -0.0 0.0 -0.1 -0.0 -1.5 -0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.4 -0.3 0.1 0.2 -0.3 -0.4 -0.1 -0.2 CHF 0.1 -0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -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 -0.3 -0.3 -0.3 -0.4 -0.5 COCOA 0.6 0.6 0.4 -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 0.3 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 COFFEE 0.5 0.4 0.0 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 0.4 0.1 0.5 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 0.0 0.1 0.1 0.3 -0.0 0.6 0.6 0.6 -0.2 -0.2 -0.0 0.1 COPPER -0.0 -0.4 -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 -0.0 -2.1 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.0 -0.1 -0.3 -0.0 0.3 0.5 0.2 0.7 CORN 0.0 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.3 0.0 0.2 -0.5 0.2 -0.7 -0.0 -0.1 -0.1 -0.3 -0.2 -0.2 -0.1 -0.2 0.1 -0.5 0.0 -1.4 -0.1 0.1 -0.3 0.1 -0.5 -0.0 -1.1 0.5 -0.3 -0.3 -0.4 0.5 -0.0 0.7 0.1 COTTON2 0.0 -0.2 0.1 -0.0 0.1 -0.1 0.1 -0.3 0.0 -0.1 -0.5 -0.1 -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 -0.0 -0.1 -0.1 -0.2 -0.1 -0.9 -0.5 -0.5 -0.5 -0.2 -0.6 -0.6 -0.5 -0.4 CRUDE_W 0.0 -0.0 -0.2 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.2 -0.3 0.0 -0.3 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.4 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.4 DAX 0.6 0.1 0.3 0.1 0.0 0.2 0.0 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 1.1 0.1 0.1 0.1 0.1 0.2 0.1 -0.2 0.5 0.6 0.3 0.4 0.7 0.5 0.5 0.1 DOW 0.3 0.2 0.5 0.0 0.0 0.1 0.0 0.2 0.1 -0.1 0.4 0.0 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 -1.8 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.4 -0.5 -0.3 0.2 0.6 -0.1 0.0 -0.5 -0.3 DX -0.0 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.3 0.1 0.4 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.2 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.0 0.7 0.4 0.4 0.6 0.6 -0.1 0.1 -0.1 0.2 EUR -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 -0.1 -0.2 -0.1 2.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.5 -0.1 -0.2 -0.3 -0.4 0.1 -0.3 0.0 -0.4 EURIBOR-ICE 0.4 -0.0 0.2 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.0 0.2 0.0 0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.2 0.1 1.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.5 0.1 0.0 0.4 0.5 -0.1 -0.4 0.5 0.3 EUROSTX 0.5 -0.2 -0.2 0.1 0.0 0.1 0.0 0.3 0.1 0.1 -0.0 0.2 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 0.1 0.1 -0.4 0.0 0.0 -0.0 0.1 0.1 0.1 0.3 0.5 0.3 -0.5 -0.5 0.2 0.1 -0.4 -0.3 FEEDCOW 0.6 0.6 0.6 -0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 0.2 0.2 -0.3 0.2 0.2 0.1 -0.1 0.2 0.2 0.2 0.2 0.2 -0.1 0.2 -1.9 0.1 0.0 0.1 0.1 -0.0 0.1 0.2 0.0 0.6 0.6 0.6 0.6 0.6 0.7 0.7 GASOIL -0.0 0.1 -0.2 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.3 -0.0 -0.4 -0.0 -0.1 0.1 0.1 0.0 0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.6 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.2 0.1 -0.4 GASOLINE 0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.1 -0.0 -0.0 -0.2 0.4 0.0 0.2 -0.0 -0.1 0.1 -0.1 0.0 -2.7 -0.0 0.1 -0.0 0.0 -0.0 0.0 1.1 0.1 0.1 -0.0 0.3 0.1 0.3 0.3 0.5 GAS_US_mini 0.2 0.2 0.5 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.3 -0.0 -0.5 -0.0 -0.0 0.1 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 2.7 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -1.1 -0.2 0.1 -0.0 -0.1 -0.3 -0.5 -0.2 -0.4 GBP 0.1 -0.6 -0.4 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 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 -0.1 -0.0 -0.0 -0.1 0.0 0.1 -0.0 0.1 0.3 -0.0 -0.0 0.1 0.2 -0.4 0.6 -0.4 GOLD_micro 0.0 -0.6 -0.1 -0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.2 0.1 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.1 0.1 0.3 0.0 -1.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.6 0.0 0.2 0.1 0.3 0.7 0.1 0.7 0.3 HEATOIL -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.4 -0.0 -0.4 -0.1 -0.1 0.1 0.1 0.0 -0.0 -0.1 -0.1 0.0 -0.3 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.0 0.0 -0.0 0.1 0.0 0.1 JGB-SGX-mini -0.2 -0.6 -0.2 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.4 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -1.8 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.2 -0.6 -0.4 -0.1 -0.7 -0.6 -0.7 -0.4 JPY 0.5 -0.3 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.1 -0.0 -0.2 -0.0 2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.0 -0.0 0.3 0.1 -0.1 -0.4 -0.7 -0.3 -0.7 LEANHOG -0.2 0.2 0.6 -0.0 0.1 -0.1 0.1 -0.3 0.0 -0.2 0.4 -0.1 0.2 0.1 0.2 -0.4 0.1 -0.3 0.1 0.2 0.2 -0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.1 0.0 0.7 -0.5 0.1 0.6 0.6 0.2 -0.2 0.4 -0.0 LIVECOW 0.1 -0.2 0.4 -0.0 0.1 -0.1 0.1 -0.3 0.0 0.2 0.5 0.2 0.7 0.1 0.2 -0.0 0.1 -0.1 0.0 0.1 0.2 0.2 0.5 0.2 -2.7 0.1 0.2 0.2 0.1 0.3 0.1 0.3 0.5 0.6 0.3 0.6 -0.1 0.6 0.1 0.7 LUMBER-new -0.7 0.6 0.7 -0.0 0.1 -0.1 0.1 -0.3 0.0 -0.2 0.2 -0.2 -0.2 0.0 0.1 -0.5 -0.4 -0.5 -0.4 0.1 0.1 -0.2 -0.0 -0.1 NaN 0.0 -0.1 0.1 -0.1 0.0 -0.0 -1.2 -0.6 -0.7 0.7 0.7 0.5 0.2 0.8 0.5 MILK 0.2 -0.6 -0.2 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 0.1 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 -0.0 0.1 0.1 -0.0 1.9 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.5 0.2 -0.6 -0.2 -0.3 -0.7 -0.2 -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 -0.0 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.2 0.1 -0.4 0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.2 0.0 1.1 0.5 0.3 0.3 -0.2 0.5 0.7 0.7 0.7 NASDAQ_micro 0.4 0.3 0.5 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.4 0.1 0.5 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 0.3 0.1 -0.3 0.4 0.0 0.3 0.3 0.3 0.1 -0.1 -0.3 NIKKEI 0.2 0.1 0.2 0.0 0.0 0.1 0.0 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 -1.4 0.0 0.1 -0.0 0.1 0.1 0.1 1.1 0.4 -0.1 -0.2 -0.3 0.7 0.5 0.7 0.6 NZD -0.1 -0.5 -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 0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.3 -0.3 -0.2 -0.0 -0.2 -0.1 -0.2 -0.0 OAT 0.6 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 0.1 0.1 -0.1 0.1 0.0 -0.2 0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.6 0.0 -0.1 0.0 0.0 0.0 0.0 0.6 0.1 0.0 0.3 0.2 -0.1 -0.5 0.6 0.2 OATIES -0.2 -0.4 0.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.1 0.0 -0.4 -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 -0.0 -0.2 -0.3 0.3 0.7 0.2 0.7 0.5 OJ 0.5 0.2 0.4 -0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.4 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.4 0.1 1.1 0.2 0.6 0.6 0.6 0.6 0.3 0.7 0.7 PALLAD -0.2 -0.4 0.3 -0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 1.9 -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 -0.2 -0.4 -0.0 -0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.5 -0.6 -0.4 -0.4 0.3 -0.3 0.1 -0.1 REDWHEAT -0.1 -0.4 0.0 -0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 -0.5 0.1 -0.7 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.1 -0.5 -0.1 -0.5 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -0.9 0.5 -0.0 -0.6 -0.4 -0.7 -0.7 -0.6 -0.7 RICE 0.2 -0.1 -0.3 -0.0 0.1 -0.1 0.1 -0.3 0.0 -0.2 -0.0 -0.0 0.3 0.1 -0.0 -0.2 0.3 -0.1 0.1 -0.0 -0.0 -0.0 0.1 -0.0 -2.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 1.0 -0.4 0.1 -0.4 -0.4 -0.3 -0.7 -0.3 -0.7 ROBUSTA 0.4 -0.4 -0.6 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.1 0.4 0.2 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 -0.4 0.6 0.3 0.4 0.2 0.1 0.3 0.3 RUSSELL 0.2 0.4 0.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.1 0.3 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.0 0.3 0.1 0.1 0.1 -0.0 0.2 -0.0 0.2 0.0 0.0 -0.5 -0.3 0.4 0.5 -0.3 -0.4 -0.7 -0.7 SHATZ 0.3 -0.1 0.3 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 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 0.0 0.8 0.0 -0.0 0.1 -0.0 0.1 0.0 -1.1 -0.1 -0.2 0.2 0.3 -0.2 -0.5 0.2 -0.1 SILVER-mini 0.0 -0.4 0.1 -0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.1 0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.2 0.0 -0.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.1 0.1 0.1 0.1 0.2 0.2 -0.1 -0.0 0.2 SMI 0.1 -0.6 -0.5 0.0 0.0 0.1 0.0 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 -0.1 -0.0 0.1 -0.1 1.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.6 -0.3 -0.5 -0.6 -0.6 -0.2 0.1 -0.6 -0.3 SOFR 0.6 -0.6 -0.6 -0.0 -0.0 -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 -0.1 -0.0 -0.1 -0.0 -0.9 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.4 -0.3 -0.4 -0.6 -0.6 -0.1 -0.2 0.5 0.5 SOYBEAN -0.1 -0.1 -0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.0 0.0 -0.0 -0.0 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.3 0.0 -0.4 -0.0 -0.2 0.0 -0.5 -0.5 -0.5 0.1 -0.2 0.3 -0.0 SOYMEAL 0.2 -0.4 -0.3 -0.0 0.1 -0.1 0.0 -0.2 0.0 0.0 -0.5 -0.0 -0.7 -0.2 -0.2 -0.3 -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 -0.1 -0.1 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 0.1 0.4 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.2 -0.1 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.5 0.0 0.2 0.1 -0.2 0.4 0.0 SP400 0.2 0.3 0.4 0.0 0.0 0.1 0.0 0.2 0.1 -0.1 0.4 0.0 0.5 0.1 0.1 -0.2 -0.1 -0.2 -0.1 0.2 0.2 -0.0 0.4 0.1 -1.5 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 -0.5 -0.1 0.4 0.6 -0.1 -0.2 -0.6 -0.7 SP500_micro 0.4 0.2 0.6 0.1 0.0 0.2 0.0 0.3 0.1 -0.0 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.3 0.0 0.4 0.1 -0.5 -0.4 -0.2 0.3 0.6 0.1 0.1 -0.5 -0.4 SUGAR11 -0.3 -0.3 0.6 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.1 0.2 -0.1 -0.2 -0.2 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 -0.1 0.1 -0.1 0.6 -0.7 0.0 -0.7 0.2 US10 0.6 -0.5 -0.5 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -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 -0.5 0.2 0.3 US10U 0.6 -0.4 -0.4 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -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 -0.5 -0.2 -0.4 0.5 0.5 US2 0.5 -0.6 -0.5 -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 0.0 -0.2 -0.0 2.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 0.0 -0.4 -0.5 -0.4 -0.3 -0.5 -0.0 -0.2 US20 0.5 -0.3 -0.4 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.2 -0.2 -0.3 -0.2 -0.4 -0.0 -0.2 0.7 0.6 US30 0.5 -0.2 -0.3 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.3 -0.2 -0.3 -0.0 -0.2 0.7 0.5 US5 0.6 -0.6 -0.6 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 1.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.4 -0.2 -0.3 -0.4 -0.5 -0.1 -0.4 0.3 0.2 VIX -0.2 -0.6 -0.3 -0.1 0.1 -0.1 0.0 -0.2 -0.0 0.3 -0.7 0.0 -0.9 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.1 0.0 -0.6 -0.1 NaN -0.1 0.1 -0.1 0.0 -0.3 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.2 -0.4 -0.0 -0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 -0.5 -0.0 -0.7 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 0.0 -0.5 -0.1 0.8 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -1.1 0.3 -0.3 -0.6 -0.4 -0.7 -0.7 -0.5 -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 -5.9 -17.1 -8.5 -3.9 -3.3 -2.9 -1.9 -1.1 -2.7 -14.0 -10.4 -14.3 -4.3 -15.1 -14.7 -0.3 -1.5 -0.4 -0.8 -14.5 -9.1 -15.0 -4.0 -15.5 3.6 -5.1 -5.1 -3.1 -5.6 -1.2 -5.6 -0.0 -16.3 -12.7 -7.2 -1.8 -3.5 -4.9 -2.6 -4.0 BITCOIN 5.1 20.0 16.4 -0.4 5.3 0.4 4.7 -0.1 0.5 9.1 19.0 16.8 18.2 20.0 20.0 -10.0 -7.4 -8.4 -7.6 20.0 20.0 20.0 20.0 20.0 -20.0 8.1 1.7 6.3 3.2 5.0 6.5 -3.6 -2.7 20.0 20.0 20.0 0.5 -2.9 -2.8 0.1 BOBL 18.4 -1.4 3.0 -0.1 -3.6 -0.1 0.2 0.4 1.3 -9.3 4.9 2.4 -1.0 5.1 1.6 -20.0 -6.3 -5.0 -4.0 4.3 3.0 -0.3 1.1 5.4 3.8 2.1 -5.1 1.7 -0.3 1.3 2.4 -2.1 -4.5 0.0 7.7 8.2 -6.4 -13.3 9.0 1.2 BTP 20.0 1.9 2.7 -0.1 -6.2 -0.2 0.3 0.7 2.2 -6.5 16.5 15.6 19.0 17.5 15.2 4.3 5.2 5.7 5.3 17.9 15.0 12.5 14.5 20.0 -20.0 6.3 -4.3 5.3 4.0 5.1 7.3 15.7 15.7 17.9 20.0 20.0 -3.7 -11.5 13.6 10.8 BUND 20.0 -0.1 0.4 -0.1 -4.4 -0.1 0.2 0.5 1.6 -12.6 5.3 3.6 1.6 6.2 1.9 -1.1 -7.0 -10.6 -10.2 5.4 3.1 -0.8 1.4 7.3 0.7 2.5 -6.9 1.7 -0.5 1.4 3.1 -7.9 -6.8 3.4 10.0 8.2 -19.9 -19.9 4.5 -1.4 BUXL 20.0 9.3 3.1 -0.1 -5.3 -0.2 0.3 0.6 1.9 -15.0 7.7 4.7 2.3 10.3 8.3 0.9 -1.1 0.4 -0.4 11.4 5.9 -1.5 1.0 12.7 -3.3 4.1 -8.5 2.4 -0.8 1.4 4.3 5.5 -11.9 5.6 20.0 12.0 -20.0 -20.0 -7.1 -8.8 CAC 8.3 -8.1 -7.4 5.6 0.8 5.7 4.4 7.3 5.9 8.3 -15.2 11.2 -5.7 -3.1 -10.7 -5.9 -3.8 -5.6 -5.0 -8.3 -12.4 14.1 -7.8 3.4 -6.5 -3.2 4.7 -4.7 6.7 -2.2 1.9 3.8 18.3 -2.4 -20.0 -20.0 4.7 7.2 -4.2 -2.8 CAD -4.2 -13.3 -11.6 -5.5 -4.7 -4.1 -2.8 -1.6 -3.9 -19.3 -19.5 -20.0 -19.1 -20.0 -20.0 -6.1 -4.6 -5.9 -5.3 -20.0 -20.0 -20.0 -14.4 -20.0 1.4 -7.8 -6.5 -6.1 -7.3 -4.1 -7.7 -6.5 -20.0 -20.0 -14.6 -13.1 -5.9 -6.9 -7.5 -7.6 CANOLA -16.9 -5.0 6.5 -0.2 2.3 -1.4 1.8 -2.5 0.7 6.5 -2.0 0.4 -5.4 -2.1 -0.9 -12.4 -12.5 -14.0 -13.9 -3.0 -2.6 4.6 -4.3 -1.5 -11.2 -0.1 2.6 0.0 1.9 -1.2 0.0 -20.0 16.2 -9.9 1.7 5.7 -8.3 -10.8 -3.0 -5.1 CHF 3.1 -20.0 -12.2 -3.4 -2.9 -2.5 -1.7 -1.0 -2.4 -10.1 -6.4 -1.2 -6.2 -8.3 -10.7 -14.7 -16.0 -15.2 -15.4 -12.7 -8.6 -7.5 -3.9 -9.6 4.1 -4.0 -4.6 -2.5 -2.4 -0.8 -3.1 -20.0 -5.2 -2.9 -7.1 -8.3 -9.9 -9.1 -13.0 -14.6 COCOA 20.0 20.0 12.0 -0.3 3.6 -2.2 2.9 -4.0 1.0 11.1 9.1 12.3 9.1 12.7 12.6 -1.2 20.0 15.9 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.4 3.7 3.7 4.1 4.2 4.7 20.0 20.0 20.0 20.0 20.0 19.7 20.0 20.0 20.0 COFFEE 15.9 11.5 0.9 -0.4 4.7 -2.9 3.8 -5.2 1.3 4.4 14.3 10.4 14.7 13.1 13.3 3.3 4.6 2.8 3.4 20.0 19.1 18.0 15.6 20.0 -20.0 5.5 0.6 4.0 3.7 3.4 5.9 6.4 -1.7 20.0 20.0 20.0 -6.3 -5.8 -0.2 2.3 COPPER -0.5 -13.7 -3.7 -0.2 2.9 0.2 2.6 -0.1 0.3 7.4 -8.5 7.5 -2.3 -6.7 -8.3 -6.2 -3.8 -5.1 -4.2 -6.3 -4.4 4.7 0.2 -2.0 -15.8 -1.4 2.0 -0.1 2.4 1.9 -0.2 2.4 0.3 -1.8 -8.5 -0.9 8.1 13.6 5.1 20.0 CORN 0.2 3.3 1.0 -0.6 7.1 -4.4 5.7 -7.9 2.0 18.0 -20.0 13.9 -20.0 -2.6 -7.3 -7.2 -13.2 -9.6 -12.3 -8.7 -19.8 14.0 -20.0 1.0 -10.2 -6.1 9.8 -9.6 6.2 -13.5 -1.3 -20.0 20.0 -10.5 -10.1 -13.2 13.9 -1.4 20.0 3.3 COTTON2 0.6 -5.8 3.9 -0.5 6.3 -3.9 5.1 -7.1 1.8 -11.1 -18.1 -5.6 -19.7 -11.5 -11.5 -14.5 -8.1 -14.3 -12.0 -10.7 -13.6 -9.6 -19.6 -10.5 -20.0 -6.2 -3.4 -5.5 -5.5 -4.7 -6.4 -17.8 -20.0 -16.2 -16.7 -4.6 -18.8 -18.1 -16.2 -13.1 CRUDE_W 1.3 -0.7 -6.5 -1.9 10.1 -3.7 3.7 -3.4 -0.3 16.8 -11.0 2.8 -7.4 -6.3 -6.2 3.6 9.4 5.0 7.2 -5.8 -9.0 4.4 -6.4 -1.6 -1.4 -2.9 9.0 -4.7 3.3 -3.7 -0.8 7.4 -2.5 0.7 -1.9 3.1 -2.1 6.6 -1.0 11.6 DAX 20.0 2.2 9.6 5.6 0.8 5.8 4.4 7.4 6.0 18.2 17.2 20.0 18.7 17.8 18.7 -8.4 -9.7 -8.5 -8.8 20.0 18.8 20.0 18.2 20.0 7.9 6.1 5.6 4.6 9.4 5.0 8.8 -4.7 20.0 20.0 9.6 12.7 20.0 14.1 14.5 3.7 DOW 8.0 6.6 14.0 4.4 0.7 4.5 3.5 5.8 4.7 -14.5 14.6 0.9 15.7 10.3 13.6 -10.5 -10.7 -10.3 -10.2 18.8 20.0 -6.2 20.0 9.5 -13.9 5.1 -5.3 6.3 -2.2 6.7 2.0 -6.8 -20.0 -8.6 6.8 20.0 -2.9 1.1 -14.4 -8.9 DX -0.9 20.0 17.6 -4.0 -3.4 -3.0 -2.0 -1.1 -2.8 14.0 11.8 8.2 10.1 13.1 14.9 5.5 6.5 5.8 6.1 20.0 15.4 9.7 8.0 14.4 -20.0 4.9 3.4 3.7 2.3 1.8 3.4 12.9 18.7 11.0 20.0 20.0 -3.7 3.3 -2.8 4.9 EUR -1.8 -19.2 -16.2 -3.3 -2.8 -2.4 -1.6 -0.9 -2.3 -10.9 -9.3 -3.0 -7.1 -9.3 -11.2 -6.4 -7.0 -6.6 -6.7 -15.2 -11.7 -6.9 -6.1 -11.4 14.9 -4.2 -2.2 -3.1 -1.8 -1.3 -3.1 -9.7 -2.8 -6.8 -9.2 -12.5 1.6 -9.8 1.4 -11.9 EURIBOR-ICE 13.4 -0.5 6.0 -0.1 -2.9 -0.1 0.1 0.3 1.0 -4.6 8.1 4.4 7.4 6.9 6.5 5.4 0.6 5.0 3.2 8.1 8.1 3.5 7.2 7.8 10.8 3.1 -2.1 3.1 1.3 2.8 3.0 10.0 5.3 1.2 12.5 15.1 -3.3 -13.1 14.6 7.6 EUROSTX 14.6 -6.3 -4.8 5.4 0.8 5.5 4.2 7.0 5.7 12.0 -0.4 15.5 10.9 7.5 -0.3 -2.9 -3.3 -3.6 -3.8 1.9 -1.3 18.9 4.5 12.6 -3.0 0.8 4.3 -0.4 8.2 3.0 5.5 5.0 20.0 10.4 -15.6 -14.3 5.5 4.4 -11.0 -10.2 FEEDCOW 20.0 20.0 18.5 -0.6 7.0 -4.4 5.7 -7.9 2.0 16.0 8.9 20.0 -8.4 20.0 20.0 6.7 -3.2 11.2 7.9 20.0 15.2 20.0 -2.2 20.0 -14.0 7.3 4.7 3.0 6.0 -0.2 8.1 3.7 1.4 20.0 20.0 20.0 18.0 17.1 20.0 20.0 GASOIL -0.2 4.1 -6.9 -1.8 9.3 -3.4 3.4 -3.2 -0.3 15.4 -12.9 -1.7 -9.8 -4.0 -4.9 2.5 6.2 2.1 2.7 -5.0 -9.9 2.4 -9.0 -2.1 4.5 -2.8 7.4 -5.5 1.6 -5.3 -1.1 0.1 -4.6 -1.9 1.0 -7.2 0.0 -7.5 2.1 -11.8 GASOLINE 0.1 -0.3 -3.7 -1.7 8.9 -3.3 3.3 -3.0 -0.3 15.8 -8.8 4.7 -4.1 -4.3 -2.4 -7.8 18.2 1.2 11.5 -3.1 -5.2 6.2 -3.0 0.1 -20.0 -0.1 8.9 -1.1 4.5 -0.3 1.1 20.0 5.2 3.9 -0.3 8.0 3.0 8.7 7.6 15.5 GAS_US_mini 5.3 5.7 15.8 -1.3 6.7 -2.5 2.4 -2.3 -0.2 9.7 -10.4 -2.0 -13.1 -0.6 -3.4 4.7 -20.0 -20.0 -20.0 -1.6 -4.8 3.8 -10.0 0.7 20.0 -2.1 5.7 -3.3 1.2 -5.0 -1.0 -20.0 -9.3 2.4 -1.1 -1.7 -9.1 -14.7 -7.0 -12.5 GBP 2.1 -19.9 -11.2 -4.9 -4.2 -3.7 -2.5 -1.4 -3.5 -4.8 -5.3 9.2 4.9 -7.4 -13.5 1.0 -0.1 0.6 0.3 -12.9 -6.8 0.1 2.0 -7.0 -1.0 -4.5 -2.4 -1.9 0.0 1.7 -2.4 2.2 10.6 -0.2 -0.5 3.6 5.5 -11.5 19.1 -11.0 GOLD_micro 0.6 -20.0 -4.6 -0.2 2.4 0.2 2.1 -0.1 0.2 3.3 5.9 5.1 9.4 -1.3 1.8 -9.1 -12.8 -10.9 -11.7 2.4 7.2 6.6 10.9 2.3 -10.3 1.2 2.9 3.4 2.5 5.1 0.8 -11.9 1.6 6.1 2.0 9.0 20.0 3.7 20.0 8.7 HEATOIL -2.0 2.0 -4.3 -1.7 8.8 -3.2 3.2 -3.0 -0.3 14.9 -13.1 -0.6 -12.1 -7.1 -8.1 3.5 2.8 0.0 -0.9 -5.9 -9.6 2.7 -9.6 -3.3 -20.0 -2.5 7.8 -4.1 1.6 -4.3 -1.8 -6.4 -5.3 -4.3 -1.3 1.2 -1.3 2.0 0.8 2.7 JGB-SGX-mini -7.3 -20.0 -5.6 -0.1 -3.7 -0.1 0.2 0.4 1.3 -7.1 -1.8 -10.4 0.7 -12.1 -10.4 18.1 13.9 15.7 14.7 -11.4 -5.9 -6.6 -1.2 -10.9 -13.3 -3.7 -1.2 -2.1 -2.2 -1.1 -3.5 20.0 -6.8 -20.0 -11.2 -4.4 -20.0 -17.1 -20.0 -13.0 JPY 16.3 -9.1 -6.9 -2.4 -2.0 -1.8 -1.2 -0.7 -1.7 -8.5 -3.5 1.7 -5.1 0.3 -5.9 -10.3 -13.4 -10.8 -11.6 -4.3 -5.0 -2.5 -6.0 -1.0 20.0 -1.3 -2.9 -1.5 -1.0 -2.0 -0.3 -19.5 -0.7 8.7 3.8 -2.1 -11.0 -20.0 -7.9 -20.0 LEANHOG -6.4 5.5 20.0 -0.6 7.1 -4.4 5.8 -8.0 2.1 -19.8 13.1 -7.6 5.8 6.1 19.5 -20.0 5.9 -14.6 5.2 17.6 18.1 -15.0 6.0 3.0 -0.9 7.6 -7.8 6.9 -2.8 3.0 3.6 12.2 -20.0 4.1 20.0 20.0 7.2 -6.1 11.6 -0.0 LIVECOW 2.6 -6.5 11.2 -0.7 7.5 -4.7 6.1 -8.5 2.2 19.1 20.0 17.0 18.8 9.4 20.0 -1.6 4.2 -3.0 1.1 13.8 16.5 20.0 16.9 14.0 -20.0 6.2 18.4 6.4 12.2 7.4 7.6 5.1 20.0 20.0 9.9 19.7 -2.9 18.1 2.6 20.0 LUMBER-new -17.8 15.5 18.0 -0.5 5.7 -3.5 4.6 -6.1 1.6 -17.7 6.6 -18.3 -3.8 0.3 10.0 -20.0 -19.0 -20.0 -19.4 9.2 9.3 -19.6 -0.9 -5.4 NaN 2.8 -7.5 3.3 -7.1 0.3 -2.7 -20.0 -20.0 -20.0 18.0 17.7 13.5 4.2 20.0 12.0 MILK 4.9 -20.0 -6.8 -0.4 4.1 -2.5 3.3 -4.6 1.2 12.2 2.9 7.4 6.0 -6.9 -8.7 -3.5 -3.1 5.5 5.6 -7.5 -1.5 10.6 3.8 -1.2 14.3 -2.4 7.0 -0.7 4.0 0.8 0.1 1.7 20.0 6.6 -19.0 -5.9 -10.0 -20.0 -5.5 -20.0 MXP 7.4 1.5 -12.5 -3.8 -3.2 -2.8 -1.9 -1.1 -2.6 9.1 -14.1 11.9 -12.3 -0.7 -9.1 11.5 13.2 11.6 11.7 -7.4 -14.7 5.8 -13.3 0.9 -20.0 -3.6 2.2 -7.0 3.0 -6.1 0.5 20.0 19.3 10.0 7.9 -6.0 13.5 20.0 20.0 20.0 NASDAQ_micro 12.5 8.7 14.4 4.2 0.6 4.3 3.3 5.5 4.5 11.6 13.5 13.5 13.7 13.9 14.8 -10.9 -9.9 -10.0 -9.6 19.0 17.4 18.2 18.9 19.9 -20.0 5.5 4.3 5.7 5.0 7.3 5.4 -5.5 14.7 0.4 9.5 10.3 10.3 4.4 -3.6 -8.1 NIKKEI 4.9 3.4 7.2 4.5 0.7 4.7 3.6 6.0 4.8 11.7 7.4 12.1 8.2 7.9 12.4 9.6 7.1 5.8 5.7 6.4 5.6 13.2 9.6 9.5 -10.2 2.1 6.8 -0.1 7.6 3.0 5.3 20.0 14.7 -2.5 -5.6 -9.7 20.0 14.4 20.0 17.9 NZD -2.1 -16.3 -10.3 -3.4 -2.9 -2.5 -1.7 -1.0 -2.4 -12.3 -10.3 -12.0 -5.4 -12.9 -13.0 -1.5 -0.5 -1.2 -0.8 -12.9 -9.1 -12.7 -4.6 -12.4 1.9 -4.4 -5.8 -3.0 -4.7 -1.4 -4.4 0.9 -12.9 -9.2 -4.9 -1.5 -5.5 -4.4 -5.2 -0.3 OAT 17.7 -0.1 0.0 -0.1 -4.6 -0.1 0.2 0.5 1.6 -6.6 3.1 9.3 -1.8 9.9 0.7 -10.9 3.3 -0.7 1.8 4.0 0.6 3.6 -1.4 8.2 4.3 2.5 -6.4 1.0 1.5 0.6 4.2 11.5 3.4 0.6 9.2 7.1 -1.8 -13.9 17.6 6.0 OATIES -6.7 -12.1 19.4 -0.3 3.2 -2.0 2.6 -3.5 0.9 -5.7 0.4 -6.8 -5.7 -7.8 3.5 -18.8 -1.3 -9.5 -4.1 -1.0 1.6 -4.5 -0.5 -4.2 -20.0 -1.3 -1.1 0.3 -2.6 -0.0 -2.9 -4.5 -1.3 -6.1 -8.0 9.6 20.0 5.5 20.0 13.9 OJ 16.8 6.5 13.3 -0.6 6.6 -4.1 5.4 -7.4 1.9 11.0 20.0 18.3 20.0 19.7 20.0 20.0 14.6 18.8 15.8 20.0 20.0 12.9 20.0 20.0 -20.0 7.8 2.8 7.9 4.7 11.1 7.5 20.0 7.6 20.0 20.0 20.0 17.7 8.9 20.0 20.0 PALLAD -5.9 -12.9 10.5 -0.1 2.0 0.1 1.8 -0.1 0.2 3.6 -0.9 -1.5 -3.6 -6.8 -4.1 -1.8 -2.1 -2.0 -2.0 -3.0 -0.7 -0.7 -2.5 -3.8 14.5 -0.8 0.9 0.4 -0.4 -0.5 -1.5 5.7 -8.4 -2.9 -1.1 0.7 -15.8 -20.0 -20.0 -20.0 PLAT -7.3 -13.5 -0.4 -0.2 3.3 0.2 2.9 -0.1 0.3 -3.1 -8.9 -7.1 -4.5 -12.5 -8.4 -5.1 -4.5 -4.6 -4.5 -7.9 -4.2 -4.6 -1.9 -8.3 6.2 -4.2 -1.8 -2.1 -3.3 -1.0 -5.1 1.4 -19.6 -17.5 -12.1 -10.9 8.7 -8.7 2.6 -2.6 REDWHEAT -2.2 -11.6 1.0 -0.6 6.6 -4.1 5.3 -7.4 1.9 16.6 -20.0 5.4 -20.0 -12.9 -15.7 -10.5 -8.1 -10.6 -10.0 -15.7 -17.7 6.0 -20.0 -8.1 -3.4 -6.1 5.3 -6.6 3.1 -7.4 -2.7 -16.3 20.0 -1.4 -20.0 -11.5 -20.0 -20.0 -17.1 -20.0 RICE 5.7 -4.3 -7.8 -0.5 6.3 -3.9 5.1 -7.0 1.8 -18.8 -0.9 -1.3 8.4 6.7 -3.0 -8.9 15.6 -7.3 4.0 -3.5 -4.2 -5.2 2.3 -1.1 -15.5 -4.2 -6.5 -4.0 -4.1 -1.0 -2.8 19.1 -16.1 2.7 -12.7 -13.8 -9.9 -20.0 -10.3 -20.0 ROBUSTA 11.1 -10.9 -18.3 -0.2 2.3 -1.4 1.9 -2.6 0.7 2.0 5.5 1.4 6.8 2.7 3.2 4.1 20.0 11.7 18.3 6.0 6.8 4.8 9.0 6.1 -20.0 2.1 0.4 2.5 1.3 3.7 2.1 20.0 -16.3 17.7 10.6 12.4 5.9 2.0 9.9 8.1 RUSSELL 5.8 11.5 12.5 4.2 0.6 4.3 3.3 5.5 4.5 -13.0 12.1 1.9 13.3 9.5 12.0 -6.4 -6.4 -6.3 -6.2 15.1 15.3 -3.0 12.8 8.2 1.1 4.9 -2.8 5.6 -0.9 5.3 2.3 0.5 -20.0 -8.8 12.5 14.5 -7.9 -11.9 -20.0 -20.0 SHATZ 9.0 -3.9 9.7 -0.1 -2.8 -0.1 0.1 0.3 1.0 -6.7 5.9 -0.5 0.8 3.2 2.3 -20.0 -20.0 -20.0 -20.0 3.7 4.3 -1.1 1.8 2.6 5.8 2.1 -3.9 2.5 -0.6 1.6 1.4 -20.0 -2.4 -5.3 6.7 10.1 -6.3 -13.7 4.5 -4.5 SILVER-mini 0.0 -12.7 3.6 -0.2 3.4 0.2 3.0 -0.1 0.3 2.6 3.3 8.3 8.6 -7.3 -0.0 -5.8 -6.3 -5.9 -6.0 0.5 4.6 6.4 8.5 2.0 -3.2 1.2 0.3 2.8 3.4 4.3 1.6 -1.4 5.2 2.2 4.4 6.0 6.1 -1.9 -0.9 7.4 SMI 2.3 -19.1 -14.4 4.4 0.7 4.5 3.5 5.7 4.6 -7.4 -0.8 0.8 9.1 -9.5 -9.9 0.6 0.4 0.4 -0.1 -9.8 -5.2 -4.1 3.6 -6.8 9.2 -3.7 -2.2 -0.7 -1.9 3.9 -2.9 11.3 -14.5 -15.2 -20.0 -20.0 -6.2 1.7 -16.6 -10.4 SOFR 17.7 -17.3 -19.4 -0.1 -4.7 -0.2 0.2 0.5 1.7 -13.0 -2.6 3.8 2.6 -4.7 -11.2 -0.9 -0.0 0.0 0.2 -10.2 -8.1 -3.5 -2.0 -2.9 -6.4 -4.0 -4.7 -3.2 -1.9 -0.8 -2.1 7.1 -14.3 -13.4 -18.4 -18.6 -1.9 -6.3 15.4 14.8 SOYBEAN -3.4 -2.9 -12.3 -0.5 5.9 -3.6 4.8 -6.6 1.7 15.3 -19.2 -5.6 -18.8 -14.6 -17.3 -2.0 0.2 -2.2 -2.4 -17.7 -20.0 -0.5 -20.0 -10.2 -20.0 -7.0 3.6 -9.5 0.4 -10.7 -3.8 -3.2 1.9 -14.4 -15.8 -15.9 3.7 -6.7 7.8 -1.0 SOYMEAL 7.1 -11.9 -8.9 -0.5 5.7 -3.5 4.6 -6.4 1.6 4.1 -18.8 -0.9 -18.6 -15.1 -18.3 -13.0 -1.0 -8.9 -5.4 -17.0 -20.0 -0.7 -20.0 -8.9 -20.0 -5.9 1.2 -6.8 0.6 -6.2 -2.6 -6.1 -3.6 -2.6 -20.0 -15.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -17.4 3.0 13.7 -0.2 2.3 -1.5 1.9 -2.6 0.7 4.5 -1.3 -2.9 -5.8 -5.1 -1.3 -3.3 0.0 -2.0 -1.0 -1.3 -0.8 -0.7 -3.3 -2.7 -14.8 -0.5 0.3 -0.1 -0.9 -0.9 -1.5 -1.7 3.2 -14.4 0.2 5.1 4.3 -5.3 10.9 0.6 SP400 7.0 10.3 13.6 4.5 0.7 4.6 3.6 5.9 4.8 -12.9 13.1 0.2 15.2 8.3 12.5 -7.9 -6.7 -7.5 -7.1 17.7 17.8 -3.3 16.0 9.4 -11.2 5.3 -2.2 5.9 -0.7 5.8 2.8 -0.5 -20.0 -4.6 12.6 18.5 -3.9 -6.6 -18.8 -20.0 SP500_micro 11.2 6.1 19.7 5.8 0.9 6.0 4.6 7.6 6.2 -2.3 20.0 16.5 20.0 19.7 20.0 -12.9 -12.0 -12.0 -11.7 20.0 20.0 11.2 20.0 20.0 -20.0 7.7 -0.3 9.6 2.1 12.1 5.2 -9.1 -15.3 -5.3 8.5 20.0 3.5 4.1 -13.9 -11.5 SUGAR11 -9.6 -8.4 19.5 -0.5 5.3 -3.3 4.3 -6.0 1.5 -14.2 6.8 -13.9 -5.7 -14.3 5.8 20.0 20.0 20.0 20.0 -0.2 4.9 -9.1 2.0 -6.9 -20.0 2.4 -5.3 3.4 -1.7 1.1 0.3 20.0 -5.1 2.0 -2.5 20.0 -20.0 1.1 -20.0 4.8 US10 18.8 -14.3 -16.1 -0.1 -3.4 -0.1 0.2 0.4 1.2 -9.4 -3.6 3.5 -0.3 -2.1 -7.7 -3.1 -6.2 -4.1 -5.1 -6.5 -6.1 -1.4 -3.4 -0.9 1.8 -2.7 -3.0 -2.3 -1.0 -0.8 -1.1 -2.9 -7.3 -7.9 -10.9 -12.9 -6.8 -16.0 6.9 9.2 US10U 18.0 -10.9 -13.5 -0.1 -4.3 -0.1 0.2 0.5 1.5 -12.2 -4.6 3.8 -0.3 -1.4 -9.3 -4.4 -3.7 -4.4 -4.3 -6.5 -6.5 -2.4 -4.1 -0.6 -1.6 -3.2 -4.4 -2.9 -1.4 -1.2 -1.2 -0.4 -10.2 -9.7 -11.3 -15.0 -4.8 -11.5 15.7 16.3 US2 15.2 -20.0 -16.0 -0.1 -3.8 -0.1 0.2 0.4 1.4 -8.9 -5.0 6.3 -3.4 -4.7 -10.0 -15.8 -20.0 -19.0 -20.0 -12.3 -10.1 0.9 -6.9 -3.6 18.7 -3.2 -1.9 -2.2 -0.5 -0.8 -1.5 -20.0 0.4 -12.2 -15.7 -12.4 -9.3 -15.8 -0.1 -7.0 US20 16.3 -8.4 -13.9 -0.1 -3.1 -0.1 0.1 0.3 1.1 -8.7 -3.3 1.5 1.7 -0.5 -6.8 -1.0 -1.3 -1.4 -1.4 -4.1 -4.2 -3.1 -2.4 -0.5 -3.3 -2.5 -4.4 -2.1 -1.8 -0.7 -1.3 4.6 -10.0 -10.3 -7.4 -10.9 -1.3 -7.3 20.0 18.3 US30 14.7 -5.2 -10.5 -0.1 -3.2 -0.1 0.2 0.3 1.1 -9.2 -4.1 0.9 0.1 0.3 -6.5 -4.9 -4.4 -3.6 -3.8 -3.3 -3.7 -3.8 -2.9 -0.5 -2.2 -2.3 -5.2 -2.1 -2.0 -0.9 -1.1 -0.2 -9.9 -10.2 -4.7 -9.1 -1.3 -7.2 20.0 16.0 US5 17.9 -18.5 -17.6 -0.1 -4.0 -0.1 0.2 0.4 1.4 -11.1 -4.8 4.1 -2.7 -4.5 -10.0 -4.9 -9.3 -6.6 -8.0 -10.2 -9.0 -1.5 -5.0 -2.8 7.5 -3.1 -2.9 -2.6 -0.8 -0.9 -1.2 -8.2 -6.9 -8.8 -13.7 -14.8 -4.4 -13.0 8.1 6.4 VIX -3.8 -12.2 -5.5 -3.5 4.2 -2.2 2.1 -4.1 -2.0 18.1 -16.4 1.2 -16.3 -16.3 -18.1 -20.0 -20.0 -18.9 -19.7 -11.4 -8.5 1.0 -12.8 -8.2 NaN -4.2 4.0 -2.6 1.6 -4.8 -2.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -5.3 -11.5 -0.9 -0.6 6.9 -4.3 5.6 -7.7 2.0 14.8 -19.5 -2.4 -19.3 -15.8 -14.5 -14.8 -14.5 -14.2 -14.3 -18.3 -18.9 0.4 -20.0 -12.8 5.8 -7.1 3.0 -6.7 0.6 -6.7 -4.6 -20.0 14.2 -9.7 -20.0 -13.3 -20.0 -20.0 -14.3 -18.5 End of report for caleb_strategy_v3