******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241216_204450 produced at 2024-12-16 21:41:08.058314 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.08 0.00 -1.19 0.0 0.00 0.00 0.00 0.00 -14.71 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.50 -1.12 0.0 0.50 -0.50 -0.50 -0.50 -35.81 16.0 -16 -16 caleb_strategy_v3 VIX False False 0.01 -0.19 -0.25 0.0 999.00 -999.00 -0.19 -0.19 -41.87 999999999.0 -32 -32 caleb_strategy_v3 US2 False True 0.07 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.89 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.10 -0.18 0.0 0.69 -0.69 -0.10 -0.10 -7.52 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.05 -0.48 -0.12 0.0 0.62 -0.62 -0.48 -0.48 -2.52 13.0 -10 -10 caleb_strategy_v3 COPPER False False 0.04 -0.07 -0.07 0.0 999.00 -999.00 -0.07 -0.07 -1.87 999999999.0 -2 -2 caleb_strategy_v3 AUD False False 0.02 -0.04 -0.06 0.0 0.41 -0.41 -0.04 -0.04 -2.58 19.0 -2 -2 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.06 0.0 0.90 -0.90 -0.22 -0.22 -1.73 25.0 -6 -6 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.13 -0.13 -0.07 -0.07 -4.84 11.0 -6 -6 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.05 0.0 0.62 -0.62 -0.04 -0.04 -1.21 14.0 -1 -1 caleb_strategy_v3 NZD False False 0.02 0.00 -0.05 0.0 0.41 -0.41 0.00 0.00 -2.59 21.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.43 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -5.06 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 -5.92 12.0 -7 -7 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.63 -0.63 0.00 0.00 -0.96 17.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.62 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -2.68 8.0 -4 -4 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.82 7.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.03 0.0 0.09 -0.09 -0.01 -0.01 -2.57 9.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.47 -0.47 -0.03 -0.03 -1.13 17.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.03 0.0 0.10 -0.10 -0.06 -0.06 -1.07 3.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -3.18 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 -9.11 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 -1.30 12.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -1.49 10.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -7.01 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 -0.78 22.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.02 0.0 0.49 -0.49 -0.04 -0.04 -0.63 13.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.48 2.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.48 -0.48 0.00 0.00 -0.12 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.26 2.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.05 -0.38 4.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -1.56 18.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.23 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 -0.01 0.0 0.50 -0.50 0.00 0.00 -0.69 56.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.08 -0.01 0.0 0.25 -0.25 -0.08 -0.08 -0.16 6.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.49 -0.49 0.00 0.00 -0.78 66.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -1.68 3.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.11 -0.00 0.0 0.22 -0.22 0.11 0.11 -0.00 2.0 1 1 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.53 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.03 4.0 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 -0.11 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.20 23.0 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 0.13 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.07 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 0.07 5.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.03 0.01 0.0 0.28 -0.28 0.03 0.03 1.82 68.0 8 8 caleb_strategy_v3 BOBL False False 0.04 0.00 0.01 0.0 0.80 -0.80 0.00 0.00 0.19 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.07 0.02 0.0 0.35 -0.35 0.07 0.07 1.11 20.0 4 4 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.03 0.0 0.50 -0.50 0.01 0.01 2.91 48.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.06 0.03 0.0 0.35 -0.35 0.06 0.06 1.98 23.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.04 0.0 0.15 -0.15 0.05 0.05 3.20 13.0 4 4 caleb_strategy_v3 COCOA False False 0.04 0.08 0.04 0.0 1.03 -1.03 0.08 0.08 0.91 26.0 2 2 caleb_strategy_v3 OJ False False 0.03 0.03 0.04 0.0 0.08 -0.08 0.03 0.03 1.73 3.0 1 1 caleb_strategy_v3 OAT False False 0.04 0.13 0.06 0.0 0.44 -0.44 0.13 0.13 1.35 10.0 3 3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.06 0.0 0.00 0.00 0.00 0.00 16.38 59.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.01 0.06 0.0 0.49 -0.49 0.01 0.01 7.53 60.0 1 1 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.07 0.0 0.44 -0.44 0.03 0.03 2.87 17.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.09 0.0 0.35 -0.35 0.22 0.22 2.18 8.0 5 5 caleb_strategy_v3 DX False False 0.04 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 2.44 999999999.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.17 0.10 0.0 0.43 -0.43 0.17 0.17 2.29 10.0 4 4 caleb_strategy_v3 DAX False False 0.01 0.05 0.15 0.0 0.42 -0.42 0.05 0.05 20.71 58.0 7 7 caleb_strategy_v3 NIKKEI False False 0.01 0.14 0.21 0.0 0.31 -0.31 0.14 0.14 24.20 36.0 16 16 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.23 0.0 0.87 -0.87 0.00 0.00 14.14 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.6 Shocked risk 45.7 Sum abs risk 45.4 Leverage 6.38 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2966950.29, 'annual_cash_vol_target': 741737.5725, 'daily_cash_vol_target': 46358.59828125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6368 0.6462 10.3392 BITCOIN 2299.8404 108635.0000 2.1170 33.8726 BOBL 0.2271 118.3300 0.1920 3.0712 BTP 0.5146 121.1300 0.4248 6.7976 BUND 0.4509 134.7000 0.3348 5.3564 BUXL 1.0953 135.5200 0.8082 12.9317 CAC 57.5195 7377.0000 0.7797 12.4754 CAD 0.0027 0.7048 0.3891 6.2263 CANOLA 9.1079 611.9000 1.4885 23.8153 CHF 0.0053 1.1296 0.4714 7.5424 COCOA 186.8680 11697.0000 1.5976 25.5611 COFFEE 6.3377 322.4500 1.9655 31.4477 COPPER 0.0494 4.1900 1.1785 18.8556 CORN 3.7380 440.2500 0.8491 13.5850 COTTON2 0.8214 69.0400 1.1897 19.0355 CRUDE_W 0.9590 67.6300 1.4181 22.6893 DAX 132.3899 20549.0000 0.6443 10.3082 DOW 261.6023 44359.0000 0.5897 9.4358 DX 0.3872 106.5650 0.3634 5.8138 EUR 0.0051 1.0554 0.4859 7.7745 EURIBOR-ICE 0.0439 98.0350 0.0448 0.7160 EUROSTX 38.0424 4981.0000 0.7638 12.2200 FEEDCOW 1.6343 256.0500 0.6383 10.2127 GASOIL 10.4344 679.2500 1.5362 24.5786 GASOLINE 0.0336 1.9995 1.6820 26.9115 GAS_US_mini 0.1132 3.0300 3.7348 59.7568 GBP 0.0064 1.2678 0.5032 8.0519 GOLD_micro 25.1006 2670.4000 0.9400 15.0393 HEATOIL 0.0355 2.2492 1.5796 25.2732 JGB-SGX-mini 0.1924 142.2100 0.1353 2.1646 JPY 0.0000 0.0066 0.6838 10.9411 LEANHOG 1.1695 88.3000 1.3245 21.1913 LIVECOW 1.2050 189.9500 0.6344 10.1498 LUMBER-new 7.5030 569.5000 1.3175 21.0794 MILK 0.2576 19.9900 1.2886 20.6179 MXP 0.0004 0.0490 0.7338 11.7412 NASDAQ_micro 166.2156 22426.0000 0.7412 11.8588 NIKKEI 356.2834 39660.0000 0.8983 14.3735 NZD 0.0038 0.5784 0.6642 10.6275 OAT 0.4233 124.7300 0.3394 5.4300 OATIES 6.5493 374.2500 1.7500 27.9998 OJ 6.8463 513.9000 1.3322 21.3155 PALLAD 24.3182 951.5000 2.5558 40.8924 PLAT 13.5379 940.3000 1.4397 23.0358 REDWHEAT 7.9506 565.2500 1.4066 22.5051 RICE 0.1258 15.0600 0.8355 13.3686 ROBUSTA 116.9258 5201.0000 2.2481 35.9702 RUSSELL 24.2922 2400.8000 1.0118 16.1894 SHATZ 0.0796 107.0800 0.0744 1.1897 SILVER-mini 0.5034 31.1375 1.6168 25.8688 SMI 77.6842 11709.0000 0.6635 10.6153 SOFR 0.0546 96.1650 0.0568 0.9086 SOYBEAN 8.2933 999.7500 0.8295 13.2727 SOYMEAL 3.3574 298.5000 1.1248 17.9960 SOYOIL 0.7569 42.4000 1.7850 28.5606 SP400 25.3707 3288.4000 0.7715 12.3443 SP500_micro 31.8907 6160.2500 0.5177 8.2830 SUGAR11 0.2735 19.1800 1.4262 22.8190 US10 0.3601 109.8594 0.3278 5.2445 US10U 0.5148 112.9062 0.4560 7.2959 US2 0.0845 102.8672 0.0821 1.3137 US20 0.7613 116.1875 0.6552 10.4833 US30 1.2146 122.4375 0.9920 15.8717 US5 0.2201 106.8438 0.2060 3.2957 VIX 0.4447 17.8000 2.4986 39.9769 WHEAT 7.0543 596.5000 1.1826 18.9217 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 636.80 0.65 411.50 1.00 411.50 46358.6 112.66 -8.82 -99.41 BITCOIN 108.64 2.12 229.98 1.00 229.98 46358.6 201.57 7.50 151.22 BOBL 1183.30 0.19 227.14 1.05 237.62 46358.6 195.10 0.98 19.15 BTP 1211.30 0.42 514.62 1.05 538.37 46358.6 86.11 7.78 67.00 BUND 1347.00 0.33 450.94 1.05 471.75 46358.6 98.27 -1.16 -11.41 BUXL 1355.20 0.81 1095.31 1.05 1145.86 46358.6 40.46 0.75 3.05 CAC 737.70 0.78 575.20 1.05 601.74 46358.6 77.04 -4.96 -38.23 CAD 704.80 0.39 274.27 1.00 274.27 46358.6 169.03 -17.14 -289.72 CANOLA 122.38 1.49 182.16 0.70 127.98 46358.6 362.24 -10.34 -374.65 CHF 1411.94 0.47 665.58 1.00 665.58 46358.6 69.65 -13.95 -97.16 COCOA 1169.70 1.60 1868.68 1.00 1868.68 46358.6 24.81 17.21 42.70 COFFEE 1209.19 1.97 2376.63 1.00 2376.63 46358.6 19.51 7.01 13.67 COPPER 1047.50 1.18 1234.45 1.00 1234.45 46358.6 37.55 -4.60 -17.28 CORN 220.12 0.85 186.90 1.00 186.90 46358.6 248.04 -9.81 -243.39 COTTON2 345.20 1.19 410.69 1.00 410.69 46358.6 112.88 -20.00 -225.76 CRUDE_W 676.30 1.42 959.05 1.00 959.05 46358.6 48.34 0.25 1.20 DAX 205.49 0.64 132.39 1.05 138.50 46358.6 334.72 18.14 607.07 DOW 221.80 0.59 130.80 1.00 130.80 46358.6 354.42 -0.94 -33.47 DX 1065.65 0.36 387.21 1.00 387.21 46358.6 119.72 7.85 93.97 EUR 1319.19 0.49 641.00 1.00 641.00 46358.6 72.32 -6.44 -46.58 EURIBOR-ICE 2450.88 0.04 109.68 1.05 114.74 46358.6 404.04 10.26 414.59 EUROSTX 498.10 0.76 380.42 1.05 397.98 46358.6 116.48 2.79 32.50 FEEDCOW 1280.25 0.64 817.17 1.00 817.17 46358.6 56.73 11.60 65.80 GASOIL 679.25 1.54 1043.44 1.00 1043.44 46358.6 44.43 -1.97 -8.76 GASOLINE 839.79 1.68 1412.50 1.00 1412.50 46358.6 32.82 -0.49 -1.62 GAS_US_mini 75.75 3.73 282.91 1.00 282.91 46358.6 163.86 -3.95 -64.70 GBP 792.38 0.50 398.76 1.00 398.76 46358.6 116.26 -2.57 -29.89 GOLD_micro 267.04 0.94 251.01 1.00 251.01 46358.6 184.69 -1.09 -20.12 HEATOIL 944.66 1.58 1492.17 1.00 1492.17 46358.6 31.07 -7.98 -24.79 JGB-SGX-mini 142210.00 0.14 19239.66 0.01 125.96 46358.6 368.05 -8.99 -330.73 JPY 820.06 0.68 560.77 1.00 560.77 46358.6 82.67 -5.29 -43.70 LEANHOG 353.20 1.32 467.80 1.00 467.80 46358.6 99.10 5.31 52.65 LIVECOW 759.80 0.63 481.99 1.00 481.99 46358.6 96.18 9.01 86.65 LUMBER-new 156.61 1.32 206.33 1.00 206.33 46358.6 224.68 -3.49 -78.36 MILK 399.80 1.29 515.19 1.00 515.19 46358.6 89.98 0.35 3.15 MXP 244.75 0.73 179.60 1.00 179.60 46358.6 258.12 1.99 51.30 NASDAQ_micro 448.52 0.74 332.43 1.00 332.43 46358.6 139.45 6.10 85.05 NIKKEI 39660.00 0.90 35628.34 0.01 233.25 46358.6 198.75 11.25 223.50 NZD 578.35 0.66 384.15 1.00 384.15 46358.6 120.68 -8.28 -99.94 OAT 1247.30 0.34 423.30 1.05 442.84 46358.6 104.69 3.79 39.72 OATIES 187.12 1.75 327.47 1.00 327.47 46358.6 141.57 -4.30 -60.85 OJ 770.85 1.33 1026.94 1.00 1026.94 46358.6 45.14 17.85 80.59 PALLAD 951.50 2.56 2431.82 1.00 2431.82 46358.6 19.06 -3.94 -7.51 PLAT 470.15 1.44 676.89 1.00 676.89 46358.6 68.49 -6.38 -43.69 REDWHEAT 282.62 1.41 397.53 1.00 397.53 46358.6 116.62 -17.36 -202.40 RICE 301.20 0.84 251.66 1.00 251.66 46358.6 184.21 -11.30 -208.07 ROBUSTA 520.10 2.25 1169.26 1.00 1169.26 46358.6 39.65 4.38 17.35 RUSSELL 120.04 1.01 121.46 1.00 121.46 46358.6 381.68 1.44 54.88 SHATZ 1070.80 0.07 79.62 1.05 83.30 46358.6 556.55 -2.53 -140.82 SILVER-mini 778.44 1.62 1258.58 1.00 1258.58 46358.6 36.83 -0.88 -3.23 SMI 1170.90 0.66 776.84 1.12 869.83 46358.6 53.30 -3.40 -18.13 SOFR 2404.13 0.06 136.53 1.00 136.53 46358.6 339.55 -7.13 -242.00 SOYBEAN 499.88 0.83 414.67 1.00 414.67 46358.6 111.80 -17.52 -195.90 SOYMEAL 298.50 1.12 335.74 1.00 335.74 46358.6 138.08 -20.00 -276.16 SOYOIL 254.40 1.79 454.11 1.00 454.11 46358.6 102.09 -5.55 -56.68 SP400 3288.40 0.77 2537.07 1.00 2537.07 46358.6 18.27 -0.08 -0.14 SP500_micro 308.01 0.52 159.45 1.00 159.45 46358.6 290.73 4.31 125.31 SUGAR11 214.82 1.43 306.37 1.00 306.37 46358.6 151.32 -4.84 -73.21 US10 1098.59 0.33 360.10 1.00 360.10 46358.6 128.74 -5.86 -75.43 US10U 1129.06 0.46 514.85 1.00 514.85 46358.6 90.04 -5.51 -49.57 US2 2057.34 0.08 168.93 1.00 168.93 46358.6 274.43 -8.30 -227.76 US20 1161.88 0.66 761.27 1.00 761.27 46358.6 60.90 -2.98 -18.17 US30 1224.38 0.99 1214.56 1.00 1214.56 46358.6 38.17 -3.25 -12.40 US5 1068.44 0.21 220.08 1.00 220.08 46358.6 210.64 -6.48 -136.52 VIX 178.00 2.50 444.74 1.00 444.74 46358.6 104.24 -16.27 -169.63 WHEAT 298.25 1.18 352.71 1.00 352.71 46358.6 131.43 -18.25 -239.91 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -99.413 0.010 2.5 -2.579 BITCOIN 151.225 0.043 2.5 16.376 BOBL 19.147 0.004 2.5 0.194 BTP 66.999 0.014 2.5 2.285 BUND -11.411 0.004 2.5 -0.116 BUXL 3.049 0.004 2.5 0.031 CAC -38.228 0.014 2.5 -1.304 CAD -289.715 0.010 2.5 -7.517 CANOLA -374.652 0.010 2.5 -9.115 CHF -97.155 0.010 2.5 -2.521 COCOA 42.698 0.009 2.5 0.914 COFFEE 13.673 0.005 2.5 0.160 COPPER -17.276 0.043 2.5 -1.871 CORN -243.389 0.010 2.5 -5.921 COTTON2 -225.759 0.009 2.5 -4.835 CRUDE_W 1.201 0.043 2.5 0.130 DAX 607.071 0.014 2.5 20.706 DOW -33.470 0.009 2.5 -0.778 DX 93.971 0.010 2.5 2.438 EUR -46.584 0.010 2.5 -1.209 EURIBOR-ICE 414.589 0.014 2.5 14.141 EUROSTX 32.495 0.014 2.5 1.108 FEEDCOW 65.803 0.013 2.5 2.181 GASOIL -8.759 0.017 2.5 -0.380 GASOLINE -1.620 0.017 2.5 -0.070 GAS_US_mini -64.697 0.043 2.5 -7.006 GBP -29.885 0.010 2.5 -0.775 GOLD_micro -20.123 0.014 2.5 -0.686 HEATOIL -24.793 0.017 2.5 -1.075 JGB-SGX-mini -330.727 0.043 2.5 -35.813 JPY -43.696 0.010 2.5 -1.134 LEANHOG 52.650 0.024 2.5 3.200 LIVECOW 86.653 0.013 2.5 2.871 LUMBER-new -78.356 0.009 2.5 -1.678 MILK 3.154 0.009 2.5 0.068 MXP 51.300 0.059 2.5 7.529 NASDAQ_micro 85.047 0.009 2.5 1.976 NIKKEI 223.499 0.043 2.5 24.202 NZD -99.936 0.010 2.5 -2.593 OAT 39.719 0.014 2.5 1.355 OATIES -60.850 0.010 2.5 -1.480 OJ 80.593 0.009 2.5 1.726 PALLAD -7.505 0.014 2.5 -0.256 PLAT -43.693 0.014 2.5 -1.490 REDWHEAT -202.402 0.005 2.5 -2.685 RICE -208.069 0.010 2.5 -5.062 ROBUSTA 17.354 0.005 2.5 0.203 RUSSELL 54.877 0.013 2.5 1.818 SHATZ -140.815 0.004 2.5 -1.428 SILVER-mini -3.232 0.014 2.5 -0.110 SMI -18.126 0.014 2.5 -0.618 SOFR -242.000 0.024 2.5 -14.707 SOYBEAN -195.903 0.004 2.5 -1.822 SOYMEAL -276.159 0.004 2.5 -2.568 SOYOIL -56.676 0.004 2.5 -0.528 SP400 -0.144 0.013 2.5 -0.005 SP500_micro 125.310 0.009 2.5 2.912 SUGAR11 -73.210 0.009 2.5 -1.557 US10 -75.434 0.005 2.5 -0.956 US10U -49.572 0.005 2.5 -0.628 US2 -227.760 0.005 2.5 -2.886 US20 -18.169 0.005 2.5 -0.230 US30 -12.403 0.005 2.5 -0.157 US5 -136.519 0.005 2.5 -1.730 VIX -169.635 0.099 2.5 -41.873 WHEAT -239.910 0.005 2.5 -3.182 ===================== Position diags ===================== AUD 2.92 BITCOIN 21.83 BOBL 1.98 BTP 2.94 BUND 1.00 BUXL 0.41 CAC 2.63 CAD 4.39 CANOLA 8.81 CHF 1.81 COCOA 0.53 COFFEE 0.23 COPPER 4.07 CORN 6.03 COTTON2 2.42 CRUDE_W 5.23 DAX 11.42 DOW 8.24 DX 3.11 EUR 1.88 EURIBOR-ICE 13.78 EUROSTX 3.97 FEEDCOW 1.88 GASOIL 1.93 GASOLINE 1.42 GAS_US_mini 17.74 GBP 3.02 GOLD_micro 6.30 HEATOIL 1.35 JGB-SGX-mini 39.86 JPY 2.14 LEANHOG 6.02 LIVECOW 3.19 LUMBER-new 4.81 MILK 1.93 MXP 37.88 NASDAQ_micro 3.24 NIKKEI 21.52 NZD 3.13 OAT 3.57 OATIES 3.44 OJ 0.97 PALLAD 0.65 PLAT 2.34 REDWHEAT 1.55 RICE 4.48 ROBUSTA 0.46 RUSSELL 12.65 SHATZ 5.64 SILVER-mini 1.26 SMI 1.82 SOFR 20.64 SOYBEAN 1.04 SOYMEAL 1.28 SOYOIL 0.95 SP400 0.61 SP500_micro 6.76 SUGAR11 3.22 US10 1.63 US10U 1.14 US2 3.48 US20 0.77 US30 0.48 US5 2.67 VIX 25.73 WHEAT 1.74 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -2.9 -2.3 -2.0 -2 BITCOIN 16.4 14.2 18.6 0.0 0 BOBL 0.2 -0.0 0.4 0.0 0 BTP 2.3 2.0 2.6 4.0 4 BUND -0.1 -0.2 -0.0 0.0 0 BUXL 0.0 -0.0 0.1 0.0 0 CAC -1.3 -1.6 -1.0 0.0 0 CAD -7.5 -8.0 -7.1 -4.0 -4 CANOLA -9.1 -10.0 -8.2 -4.0 -4 CHF -2.5 -2.7 -2.3 -10.0 -10 COCOA 0.9 0.9 1.0 2.0 2 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -1.9 -2.3 -1.5 -2.0 -2 CORN -5.9 -6.5 -5.3 -7.0 -7 COTTON2 -4.8 -5.1 -4.6 -6.0 -6 CRUDE_W 0.1 -0.4 0.7 0.0 0 DAX 20.7 19.6 21.8 7.0 7 DOW -0.8 -1.6 0.0 0.0 0 DX 2.4 2.1 2.7 0.0 0 EUR -1.2 -1.4 -1.0 -1.0 -1 EURIBOR-ICE 14.1 12.8 15.5 0.0 0 EUROSTX 1.1 0.7 1.5 4.0 4 FEEDCOW 2.2 2.0 2.4 5.0 5 GASOIL -0.4 -0.6 -0.2 -2.0 -2 GASOLINE -0.1 -0.2 0.1 0.0 0 GAS_US_mini -7.0 -8.8 -5.2 -7.0 -7 GBP -0.8 -1.1 -0.5 0.0 0 GOLD_micro -0.7 -1.3 -0.1 0.0 0 HEATOIL -1.1 -1.2 -0.9 -2.0 -2 JGB-SGX-mini -35.8 -39.8 -31.8 -16.0 -16 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG 3.2 2.6 3.8 4.0 4 LIVECOW 2.9 2.6 3.2 1.0 1 LUMBER-new -1.7 -2.2 -1.2 0.0 0 MILK 0.1 -0.1 0.3 0.0 0 MXP 7.5 3.7 11.3 1.0 1 NASDAQ_micro 2.0 1.7 2.3 4.0 4 NIKKEI 24.2 22.0 26.4 16.0 16 NZD -2.6 -2.9 -2.3 0.0 0 OAT 1.4 1.0 1.7 3.0 3 OATIES -1.5 -1.8 -1.1 NaN 0 OJ 1.7 1.6 1.8 1.0 1 PALLAD -0.3 -0.3 -0.2 0.0 0 PLAT -1.5 -1.7 -1.3 -1.0 -1 REDWHEAT -2.7 -2.8 -2.5 -4.0 -4 RICE -5.1 -5.5 -4.6 NaN 0 ROBUSTA 0.2 0.2 0.2 0.0 0 RUSSELL 1.8 0.6 3.1 8.0 8 SHATZ -1.4 -2.0 -0.9 NaN 0 SILVER-mini -0.1 -0.2 0.0 0.0 0 SMI -0.6 -0.8 -0.4 0.0 0 SOFR -14.7 -16.8 -12.6 NaN 0 SOYBEAN -1.8 -1.9 -1.7 -3.0 -3 SOYMEAL -2.6 -2.7 -2.4 -1.0 -1 SOYOIL -0.5 -0.6 -0.4 0.0 0 SP400 -0.0 -0.1 0.1 1.0 1 SP500_micro 2.9 2.2 3.6 1.0 1 SUGAR11 -1.6 -1.9 -1.2 0.0 0 US10 -1.0 -1.1 -0.8 0.0 0 US10U -0.6 -0.7 -0.5 -1.0 -1 US2 -2.9 -3.2 -2.5 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.2 -0.2 -0.1 -2.0 -2 US5 -1.7 -2.0 -1.5 -6.0 -6 VIX -41.9 -44.4 -39.3 -32.0 -32 WHEAT -3.2 -3.4 -3.0 -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 -0.3 -0.4 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 BITCOIN -0.0 0.6 0.6 -0.0 -0.0 0.0 0.0 -0.0 -0.0 0.2 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 0.1 0.2 0.1 0.2 0.1 -0.2 0.5 0.6 0.6 0.6 0.0 -0.1 -0.1 -0.0 BOBL 0.5 0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 0.0 0.0 -0.4 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 0.0 0.5 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 -0.1 0.1 0.3 0.3 -0.2 -0.4 0.3 0.0 BTP 0.6 0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.2 0.4 0.1 0.7 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 -0.0 0.4 0.1 -2.7 0.1 -0.1 0.1 -0.0 0.2 0.0 0.8 0.3 0.5 0.6 0.6 -0.1 -0.4 0.5 0.4 BUND 0.5 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.0 0.1 0.0 0.0 0.0 -0.1 -0.2 -0.2 0.0 0.0 -0.1 0.0 0.0 0.1 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.4 -0.2 0.2 0.3 0.3 -0.6 -0.7 0.2 -0.1 BUXL 0.6 0.3 0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.0 0.1 0.1 0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 -0.1 0.0 0.1 -0.5 0.0 -0.1 0.1 -0.0 0.1 0.0 0.3 -0.2 0.2 0.6 0.4 -0.7 -0.7 -0.2 -0.3 CAC 0.4 -0.2 -0.2 0.1 -0.0 0.2 0.0 0.3 0.1 0.0 -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 0.0 -0.1 0.0 0.2 0.5 -0.2 -0.6 -0.6 0.1 0.2 -0.1 -0.1 CAD -0.2 -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 -0.5 -0.2 -0.2 -0.2 -0.3 CANOLA -0.3 -0.2 0.2 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.0 -0.2 -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 0.2 -0.4 0.0 0.2 -0.3 -0.3 -0.1 -0.2 CHF 0.1 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.2 -0.2 -0.3 -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 -0.2 0.0 0.1 0.3 0.1 0.4 0.2 0.2 -0.0 0.4 0.3 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.6 0.7 0.7 0.7 COFFEE 0.3 0.5 0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.0 0.1 0.4 0.1 0.5 0.1 0.1 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 0.1 0.1 0.3 0.5 0.6 0.6 0.6 -0.2 -0.2 0.0 0.1 COPPER 0.0 -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 -0.1 -0.0 0.0 -0.0 -2.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.2 -0.0 0.2 0.5 0.1 0.7 CORN 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.3 0.0 0.1 -0.5 0.1 -0.7 -0.0 -0.1 -0.1 -0.3 -0.2 -0.2 -0.1 -0.2 0.1 -0.5 0.0 -1.3 -0.1 0.0 -0.3 0.0 -0.5 -0.0 -1.1 0.5 -0.3 -0.2 -0.4 0.5 -0.0 0.7 0.1 COTTON2 -0.0 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.0 -0.5 -0.3 -0.6 -0.2 -0.6 -0.6 -0.6 -0.4 CRUDE_W 0.0 -0.0 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.3 0.1 -0.3 -0.0 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.1 -0.1 0.1 -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 0.2 0.3 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 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 0.0 0.1 0.1 0.2 0.1 -0.2 0.5 0.6 0.4 0.5 0.7 0.5 0.5 0.1 DOW 0.1 0.3 0.5 0.0 -0.0 0.1 0.0 0.2 0.0 -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 -1.9 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.4 -0.5 -0.4 0.1 0.6 -0.1 0.0 -0.5 -0.3 DX -0.1 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.3 0.1 0.4 0.2 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 0.5 0.3 0.6 0.6 -0.1 0.1 -0.1 0.1 EUR 0.1 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -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 2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.1 -0.2 -0.3 -0.4 0.1 -0.3 0.1 -0.4 EURIBOR-ICE 0.4 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 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 0.1 0.4 0.5 -0.1 -0.4 0.5 0.3 EUROSTX 0.6 -0.1 -0.1 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 0.0 0.2 0.4 0.1 0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 -0.4 0.0 0.0 -0.0 0.1 0.1 0.1 0.3 0.5 0.3 -0.4 -0.5 0.2 0.2 -0.3 -0.3 FEEDCOW 0.5 0.6 0.6 -0.0 -0.0 -0.1 0.0 -0.3 0.0 0.0 0.3 0.2 -0.3 0.2 0.2 0.1 -0.1 0.2 0.2 0.2 0.2 0.1 -0.0 0.2 -1.9 0.1 -0.0 0.1 0.0 -0.0 0.1 0.2 -0.1 0.6 0.6 0.6 0.6 0.6 0.7 0.7 GASOIL -0.0 0.2 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.3 0.1 -0.4 -0.0 -0.0 0.1 0.1 0.0 0.1 -0.0 -0.1 0.1 -0.2 0.0 0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.0 -0.0 0.1 -0.2 -0.0 -0.3 0.1 -0.4 GASOLINE 0.0 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.1 -0.2 -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 0.0 -0.0 0.0 -0.0 0.0 1.0 -0.0 0.1 -0.0 0.3 0.1 0.3 0.2 0.5 GAS_US_mini 0.1 0.2 0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.3 -0.0 -0.5 -0.0 -0.0 0.2 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.3 -0.1 -0.0 -0.1 -0.3 -0.5 -0.2 -0.4 GBP 0.2 -0.6 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 0.1 0.2 -0.1 -0.2 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 0.1 0.2 0.1 -0.0 0.1 0.2 -0.4 0.6 -0.3 GOLD_micro -0.1 -0.6 -0.2 -0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 0.2 -0.0 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.1 0.0 0.3 0.0 -1.4 0.0 -0.0 0.1 0.0 0.2 0.0 -0.6 -0.0 0.2 0.0 0.3 0.7 0.1 0.7 0.3 HEATOIL -0.0 0.1 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.4 0.1 -0.5 -0.0 -0.1 0.1 0.1 0.0 -0.0 -0.0 -0.1 0.1 -0.3 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.3 -0.0 -0.1 -0.0 0.0 -0.1 0.1 0.0 0.1 JGB-SGX-mini -0.2 -0.6 -0.2 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -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 0.3 -0.5 -0.3 -0.1 -0.7 -0.6 -0.7 -0.4 JPY 0.5 -0.3 -0.3 -0.0 -0.0 -0.1 -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 -0.1 -0.1 -0.1 -0.2 -0.0 2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.0 -0.3 0.2 0.1 -0.1 -0.4 -0.7 -0.3 -0.7 LEANHOG -0.3 0.1 0.6 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -0.2 0.4 -0.1 0.2 0.0 0.2 -0.4 0.1 -0.3 0.1 0.2 0.2 -0.1 0.2 0.0 -0.1 0.1 -0.0 0.2 -0.0 0.1 0.0 0.5 -0.5 0.4 0.6 0.6 0.3 -0.2 0.4 0.0 LIVECOW 0.1 -0.2 0.3 -0.0 -0.0 -0.1 0.0 -0.3 0.0 0.1 0.5 0.2 0.7 0.1 0.2 0.0 0.1 -0.0 0.0 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 0.3 0.5 0.6 0.4 0.6 -0.1 0.6 0.1 0.7 LUMBER-new -0.7 0.4 0.7 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.2 0.2 -0.2 -0.2 -0.1 0.1 -0.5 -0.4 -0.5 -0.5 0.1 0.1 -0.2 -0.0 -0.2 NaN 0.0 -0.1 0.1 -0.1 0.0 -0.1 -1.2 -0.6 -0.7 0.5 0.6 0.5 0.2 0.8 0.5 MILK 0.4 -0.6 -0.3 -0.0 -0.0 -0.1 0.0 -0.2 0.0 0.1 0.1 0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 0.1 -0.1 -0.0 0.1 0.1 0.0 1.9 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.5 0.2 -0.5 -0.2 -0.3 -0.7 -0.2 -0.7 MXP 0.3 0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.4 0.2 -0.5 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 0.4 -0.1 0.4 0.7 0.6 0.7 NASDAQ_micro 0.5 0.4 0.4 0.0 -0.0 0.1 0.0 0.2 0.0 0.1 0.4 0.2 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 0.1 0.1 0.1 0.2 0.1 -0.3 0.5 0.4 0.4 0.4 0.3 0.1 -0.1 -0.3 NIKKEI 0.2 0.1 0.3 0.1 -0.0 0.1 0.0 0.2 0.0 0.0 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 0.0 0.0 0.1 0.1 0.1 1.1 0.5 0.0 -0.1 -0.3 0.7 0.5 0.7 0.6 NZD -0.1 -0.5 -0.4 -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 -0.2 -0.1 -0.1 -0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 -0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 OAT 0.5 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.1 0.0 -0.1 0.1 -0.0 -0.3 0.1 -0.1 0.0 0.0 0.0 -0.1 -0.0 0.0 0.6 0.0 -0.1 0.0 -0.0 0.0 0.0 0.5 0.1 -0.0 0.3 0.3 -0.1 -0.5 0.6 0.2 OATIES -0.2 -0.4 0.5 -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 -0.3 0.0 -0.2 -0.2 0.3 0.7 0.2 0.7 0.5 OJ 0.5 0.1 0.3 -0.0 -0.0 -0.1 0.0 -0.3 0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.4 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.6 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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 1.9 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.3 -0.2 -0.2 -0.0 0.0 -0.6 -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 -0.3 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.3 -0.6 -0.4 -0.4 0.3 -0.3 0.1 -0.1 REDWHEAT -0.0 -0.4 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 0.0 0.1 -0.5 0.0 -0.7 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.0 -0.5 -0.1 -0.4 -0.1 -0.0 -0.2 0.0 -0.3 -0.0 -0.9 0.4 -0.1 -0.6 -0.3 -0.7 -0.7 -0.5 -0.7 RICE 0.1 -0.1 -0.3 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -0.2 -0.1 -0.1 0.3 0.1 -0.0 -0.2 0.3 -0.1 0.1 -0.0 -0.1 -0.1 0.1 -0.0 -2.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 1.0 -0.5 -0.3 -0.4 -0.5 -0.3 -0.7 -0.3 -0.7 ROBUSTA 0.3 -0.2 -0.6 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.1 0.2 0.0 0.2 0.0 0.0 0.1 0.4 0.2 0.4 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.0 0.5 0.4 0.4 0.2 0.1 0.3 0.3 RUSSELL 0.0 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 0.1 0.2 -0.1 0.3 0.0 0.2 0.0 -0.0 0.2 -0.0 0.2 0.0 0.0 -0.5 -0.3 0.3 0.4 -0.3 -0.4 -0.7 -0.7 SHATZ 0.2 -0.0 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 0.1 0.0 0.8 0.0 -0.0 0.1 -0.0 0.1 0.0 -1.1 -0.1 -0.1 0.2 0.4 -0.2 -0.4 0.2 -0.1 SILVER-mini -0.0 -0.4 0.1 -0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 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 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.2 0.2 -0.1 -0.0 0.2 SMI 0.1 -0.5 -0.5 0.0 -0.0 0.1 0.0 0.2 0.0 -0.1 -0.0 0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 -0.0 -0.1 -0.1 -0.0 0.1 -0.1 1.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.6 -0.3 -0.4 -0.6 -0.6 -0.2 0.1 -0.5 -0.4 SOFR 0.5 -0.5 -0.6 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.4 -0.1 -0.5 -0.6 -0.6 -0.1 -0.2 0.5 0.5 SOYBEAN -0.0 -0.1 -0.4 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.1 0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.0 -0.3 -0.0 -0.4 -0.0 -0.2 -0.2 -0.5 -0.4 -0.5 0.1 -0.2 0.3 -0.0 SOYMEAL 0.2 -0.3 -0.3 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.3 -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 -0.4 -0.2 -0.1 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 0.0 0.5 -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 0.0 -0.5 0.0 0.2 0.1 -0.2 0.3 0.0 SP400 0.1 0.4 0.4 0.0 -0.0 0.1 0.0 0.2 0.0 -0.1 0.4 -0.0 0.6 0.1 0.1 -0.2 -0.1 -0.2 -0.1 0.2 0.2 -0.1 0.5 0.1 -1.5 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 -0.5 -0.2 0.3 0.6 -0.1 -0.2 -0.6 -0.7 SP500_micro 0.3 0.4 0.6 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 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 0.5 0.1 -0.5 0.1 -0.0 0.3 0.6 0.1 0.1 -0.5 -0.4 SUGAR11 -0.4 -0.3 0.6 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.1 0.2 -0.2 -0.2 -0.2 0.0 0.4 0.4 0.4 0.4 -0.0 0.0 -0.1 0.0 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.0 -0.0 1.1 -0.4 -0.2 -0.1 0.6 -0.7 0.0 -0.7 0.1 US10 0.5 -0.4 -0.6 -0.0 -0.1 -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 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 -0.3 -0.4 -0.2 -0.5 0.2 0.3 US10U 0.5 -0.3 -0.5 -0.0 -0.1 -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 -0.1 -0.2 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.3 -0.5 -0.2 -0.4 0.5 0.5 US2 0.5 -0.6 -0.6 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 2.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 0.2 -0.4 -0.5 -0.4 -0.3 -0.5 -0.0 -0.2 US20 0.4 -0.2 -0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.3 -0.1 -0.3 -0.2 -0.4 -0.1 -0.2 0.7 0.6 US30 0.4 -0.2 -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 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.2 0.7 0.5 US5 0.5 -0.5 -0.6 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.4 0.1 -0.3 -0.4 -0.5 -0.2 -0.4 0.2 0.2 VIX -0.1 -0.7 -0.3 -0.1 0.1 -0.1 0.1 -0.3 -0.0 0.3 -0.8 0.1 -1.0 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.2 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 -0.1 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 0.8 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -1.1 0.1 -0.3 -0.6 -0.4 -0.6 -0.7 -0.4 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -6.9 -17.0 -9.8 -4.1 -3.1 -3.1 -2.8 -1.2 -3.2 -13.8 -11.2 -15.2 -5.0 -15.7 -15.3 -0.3 -1.5 -0.4 -0.8 -15.8 -10.2 -14.2 -4.7 -16.5 3.8 -5.3 -3.3 -3.3 -5.0 -1.3 -5.7 -0.0 -12.9 -12.7 -7.6 -2.4 -3.9 -4.6 -3.0 -3.9 BITCOIN -1.0 20.0 18.2 -0.7 -3.2 0.2 0.2 -0.2 -0.7 20.0 20.0 20.0 18.9 20.0 20.0 -10.0 -7.4 -8.5 -7.7 20.0 20.0 20.0 20.0 20.0 -20.0 8.4 5.7 6.6 5.1 5.2 7.1 -3.6 20.0 20.0 20.0 20.0 0.5 -3.0 -2.6 -0.1 BOBL 14.5 1.0 2.4 -0.6 -6.3 -0.3 -3.0 0.3 -0.4 -10.7 5.0 -0.8 -1.0 3.7 1.2 -20.0 -6.8 -6.9 -5.0 3.8 3.2 -5.1 1.2 2.7 3.8 1.8 -6.1 1.7 -2.4 1.4 1.1 -3.2 -4.0 2.6 8.0 9.2 -5.4 -13.2 9.7 1.1 BTP 17.4 3.6 2.6 -1.0 -10.3 -0.5 -4.8 0.5 -0.6 -17.1 15.9 6.8 18.5 13.5 13.6 4.0 5.1 5.5 5.2 15.9 14.8 -3.0 14.7 13.5 -20.0 5.7 -9.2 5.3 -1.4 5.2 4.6 15.6 12.3 14.1 20.0 20.0 -2.8 -11.2 14.0 10.8 BUND 16.9 1.5 -0.2 -0.7 -7.6 -0.3 -3.6 0.4 -0.5 -13.1 5.2 -1.0 1.6 3.7 1.1 1.5 -6.7 -9.0 -9.4 4.3 3.0 -8.1 1.5 3.0 0.7 2.0 -8.1 1.6 -3.5 1.5 1.3 -7.0 -7.6 5.0 10.0 9.0 -18.0 -20.0 5.3 -1.6 BUXL 17.3 10.0 2.7 -0.9 -9.1 -0.4 -4.2 0.5 -0.6 -16.2 7.5 -1.4 2.3 7.3 7.1 0.9 -1.1 0.4 -0.3 9.7 5.9 -10.6 1.1 6.5 -3.4 3.5 -9.3 2.4 -4.1 1.5 2.1 5.6 -9.5 6.1 20.0 13.1 -20.0 -20.0 -5.7 -9.1 CAC 10.8 -6.7 -7.2 5.6 -1.2 6.1 2.1 7.8 5.0 0.5 -15.3 9.5 -5.9 -1.5 -10.2 -5.9 -3.8 -5.7 -5.0 -7.4 -12.3 8.0 -8.0 3.2 -6.5 -2.9 -1.2 -4.8 3.9 -2.4 1.8 3.9 20.0 -5.2 -20.0 -20.0 4.4 7.4 -4.5 -2.9 CAD -6.7 -13.2 -12.9 -5.8 -4.4 -4.3 -4.0 -1.7 -4.6 -20.0 -20.0 -20.0 -19.4 -20.0 -20.0 -6.2 -4.6 -6.0 -5.4 -20.0 -20.0 -20.0 -15.5 -20.0 1.6 -8.0 -6.3 -6.2 -7.7 -4.1 -8.1 -6.6 -20.0 -20.0 -15.5 -15.1 -5.9 -6.6 -7.1 -7.5 CANOLA -9.9 -6.4 5.5 -0.2 -1.0 -1.4 0.4 -2.6 0.4 2.2 -2.1 0.4 -5.5 -2.1 -0.9 -12.2 -12.4 -13.8 -13.8 -2.8 -2.7 1.4 -4.4 -1.5 -11.2 -0.1 -0.7 0.0 0.6 -1.2 -0.1 -20.0 8.4 -11.0 0.4 5.6 -8.1 -10.5 -3.3 -4.8 CHF 2.6 -20.0 -14.0 -3.6 -2.7 -2.7 -2.5 -1.1 -2.8 -12.4 -7.3 -8.6 -6.6 -10.5 -11.5 -14.8 -16.0 -15.2 -15.4 -14.2 -9.6 -13.6 -4.5 -13.0 4.1 -4.2 -5.3 -2.7 -4.1 -0.9 -3.9 -20.0 -7.9 -6.7 -8.4 -9.3 -10.0 -8.8 -12.2 -15.0 COCOA 20.0 20.0 11.9 -0.4 -1.6 -2.4 0.7 -4.4 0.6 12.2 10.5 13.6 10.3 14.0 14.0 -1.5 20.0 15.2 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.9 5.7 3.9 5.4 4.3 5.5 20.0 20.0 20.0 20.0 20.0 18.3 20.0 20.0 20.0 COFFEE 10.3 14.7 1.8 -0.4 -1.9 -2.8 0.9 -5.2 0.7 6.6 14.2 10.0 14.6 13.0 13.3 3.4 4.6 2.9 3.4 20.0 20.0 15.5 16.6 20.0 -20.0 5.4 0.9 4.1 3.0 3.4 5.3 6.1 19.5 20.0 20.0 20.0 -5.5 -5.5 0.2 2.5 COPPER 1.5 -14.0 -4.1 -0.4 -1.8 0.1 0.1 -0.1 -0.4 -8.2 -9.1 2.5 -2.5 -7.6 -9.2 -5.9 -3.8 -5.1 -4.2 -6.7 -4.9 -0.1 0.0 -3.2 -16.7 -1.6 -2.4 -0.2 -0.0 2.0 -0.8 2.5 1.6 0.2 -6.5 -0.8 7.3 14.0 4.5 20.0 CORN 2.6 4.0 1.7 -0.7 -2.9 -4.3 1.3 -8.0 1.1 12.0 -20.0 13.0 -20.0 -0.6 -6.8 -7.4 -13.1 -9.6 -12.2 -7.6 -19.4 9.3 -20.0 1.8 -10.0 -5.8 2.9 -9.9 4.0 -14.2 -0.9 -20.0 20.0 -8.4 -6.1 -11.7 14.3 -1.4 20.0 3.5 COTTON2 -0.9 -6.0 -0.6 -0.6 -2.6 -3.9 1.2 -7.2 1.0 -18.8 -18.7 -13.9 -20.0 -14.7 -13.5 -14.5 -8.2 -14.3 -12.1 -12.2 -14.4 -14.3 -20.0 -13.2 -20.0 -6.6 -8.2 -5.7 -7.5 -4.7 -7.3 -18.3 -20.0 -8.8 -19.6 -7.3 -19.2 -18.3 -16.7 -13.1 CRUDE_W 1.4 -0.2 -6.0 -1.2 7.4 -3.5 5.4 -3.4 1.4 15.7 -11.0 8.7 -7.8 -2.0 -5.0 4.2 9.4 5.1 7.2 -4.7 -8.8 7.3 -6.6 1.1 -1.5 -2.0 7.3 -4.5 5.3 -3.8 1.1 7.3 -4.2 1.5 -2.2 2.8 -2.1 6.5 -0.9 11.6 DAX 20.0 6.8 10.6 5.7 -1.3 6.2 2.1 7.9 5.0 12.7 18.2 20.0 19.5 19.0 19.7 -8.8 -9.7 -8.6 -8.9 20.0 20.0 20.0 20.0 20.0 8.0 6.5 2.1 4.9 7.1 5.2 8.4 -4.7 20.0 20.0 11.2 14.3 20.0 14.7 15.0 3.8 DOW 3.1 8.3 13.9 4.5 -1.0 4.9 1.7 6.3 4.0 -14.5 14.8 -3.7 16.2 8.4 13.0 -10.8 -10.7 -10.4 -10.3 17.4 20.0 -11.0 20.0 4.8 -14.4 4.7 -4.9 6.6 -3.6 7.3 0.7 -6.7 -20.0 -12.7 3.9 19.8 -3.5 0.9 -14.7 -9.0 DX -3.0 20.0 19.7 -4.4 -3.4 -3.3 -3.0 -1.3 -3.5 13.7 12.9 12.2 10.9 15.0 16.1 5.5 6.5 5.8 6.1 20.0 17.1 11.5 9.2 16.3 -20.0 5.3 2.6 4.1 2.7 2.1 3.8 12.8 20.0 9.9 20.0 20.0 -3.9 2.9 -2.8 4.5 EUR 2.3 -19.3 -17.4 -3.5 -2.7 -2.6 -2.4 -1.0 -2.8 -4.9 -9.9 -2.7 -7.6 -9.8 -11.7 -6.6 -7.0 -6.6 -6.7 -15.6 -12.4 -5.6 -6.7 -11.2 15.4 -4.4 -0.6 -3.3 -1.5 -1.5 -3.1 -9.8 5.1 -5.2 -8.2 -13.1 1.9 -9.2 2.0 -11.2 EURIBOR-ICE 11.3 3.1 6.6 -0.5 -5.0 -0.2 -2.3 0.3 -0.3 -7.6 8.1 1.8 7.5 5.9 6.1 5.3 0.6 5.0 3.2 7.8 8.5 -1.2 7.7 5.6 10.8 2.9 -3.7 3.2 -0.6 3.0 2.1 10.1 2.5 2.6 12.1 15.8 -2.7 -12.7 15.5 7.7 EUROSTX 17.1 -3.9 -4.3 5.4 -1.2 5.9 2.0 7.6 4.8 6.2 0.2 15.5 11.4 10.5 0.7 -1.5 -3.2 -3.1 -3.5 3.5 -0.6 15.0 5.0 13.2 -3.2 1.4 1.4 -0.1 6.4 3.2 5.6 5.4 20.0 8.1 -13.7 -14.0 5.8 4.6 -10.3 -10.4 FEEDCOW 16.8 20.0 20.0 -0.7 -2.9 -4.3 1.3 -7.9 1.1 2.6 10.0 14.7 -7.9 20.0 20.0 5.0 -3.2 10.3 7.6 20.0 16.4 16.6 -1.2 20.0 -14.3 7.4 -0.6 3.3 3.6 -0.0 7.2 3.2 -2.4 20.0 20.0 20.0 18.3 16.7 20.0 20.0 GASOIL -0.2 5.3 -5.3 -1.1 6.8 -3.2 4.9 -3.1 1.3 14.4 -12.8 5.1 -10.0 -0.2 -3.3 3.2 6.2 2.4 2.8 -3.5 -9.1 7.9 -8.6 1.3 4.5 -2.0 9.3 -5.2 4.9 -5.3 0.9 0.1 -1.0 -0.6 2.4 -6.8 -0.4 -7.6 1.7 -12.0 GASOLINE 0.0 0.1 -3.1 -1.0 6.6 -3.1 4.8 -3.0 1.3 11.8 -8.6 7.7 -4.2 -1.2 -1.6 -8.3 17.8 0.4 10.8 -2.4 -5.1 5.9 -3.1 1.5 -20.0 0.4 3.6 -0.9 4.2 -0.2 2.0 18.9 -1.4 1.8 -0.7 8.2 2.9 8.6 7.5 15.4 GAS_US_mini 1.7 6.7 15.7 -0.8 4.8 -2.3 3.5 -2.2 0.9 -0.9 -10.5 -4.2 -13.2 -0.7 -3.4 9.8 -20.0 -20.0 -20.0 -1.5 -4.7 0.9 -10.0 0.3 20.0 -2.2 -1.0 -3.5 -0.3 -5.3 -1.1 -20.0 -14.4 -2.1 -1.4 -1.7 -8.4 -14.1 -6.4 -11.9 GBP 5.6 -18.9 -11.8 -5.2 -4.0 -3.9 -3.6 -1.6 -4.1 -6.7 -6.4 4.7 4.5 -8.8 -14.1 0.8 -0.1 0.6 0.3 -13.2 -7.3 -4.6 1.6 -8.6 -0.9 -4.8 -2.8 -2.2 -1.9 1.6 -3.2 2.2 10.2 2.3 -0.9 2.8 5.5 -10.9 19.2 -10.3 GOLD_micro -2.5 -20.0 -6.3 -0.3 -1.4 0.1 0.1 -0.1 -0.3 -5.8 5.6 -1.3 9.1 -2.1 1.2 -9.1 -12.7 -10.8 -11.6 1.8 6.7 0.1 10.6 0.4 -10.3 1.0 -1.8 3.3 0.1 5.2 0.1 -11.7 -1.1 6.0 0.1 8.5 20.0 3.9 20.0 8.9 HEATOIL -1.4 1.9 -3.4 -1.0 6.5 -3.1 4.8 -3.0 1.2 15.3 -13.2 7.0 -12.5 -2.0 -6.9 4.1 2.9 0.5 -0.6 -4.5 -9.5 8.2 -10.0 0.5 -20.0 -1.7 8.5 -4.0 4.9 -4.5 0.5 -6.2 -0.3 -3.1 -0.4 1.5 -1.5 1.8 0.5 2.5 JGB-SGX-mini -4.6 -20.0 -6.9 -0.6 -6.5 -0.3 -3.1 0.3 -0.4 -7.7 -2.2 -9.0 0.5 -12.3 -11.0 18.1 13.9 15.7 14.7 -11.5 -6.4 -5.8 -1.5 -10.3 -13.7 -3.8 -1.8 -2.3 -2.0 -1.2 -3.4 20.0 13.3 -16.4 -9.4 -3.7 -20.0 -17.5 -20.0 -13.4 JPY 13.9 -8.4 -9.2 -2.6 -2.0 -1.9 -1.8 -0.8 -2.0 -9.0 -3.9 -3.0 -5.4 -1.5 -6.6 -10.3 -13.3 -10.7 -11.6 -5.4 -5.5 -7.4 -6.4 -3.9 20.0 -1.7 -4.7 -1.6 -2.8 -2.1 -1.4 -19.5 -12.7 5.0 3.0 -2.5 -10.7 -20.0 -7.6 -20.0 LEANHOG -9.6 1.7 20.0 -0.7 -2.9 -4.3 1.3 -7.9 1.1 -17.1 13.4 -9.7 6.0 0.9 17.8 -20.0 5.1 -16.3 3.6 14.6 16.6 -12.7 5.9 0.2 -0.9 7.2 -5.1 7.0 -2.8 3.3 2.6 10.0 -20.0 13.2 20.0 20.0 7.6 -6.1 12.1 0.0 LIVECOW 2.8 -6.1 10.5 -0.7 -3.1 -4.6 1.4 -8.4 1.2 11.3 20.0 15.5 18.9 12.0 20.0 1.3 4.4 -1.9 1.6 14.7 16.0 20.0 16.0 16.2 -20.0 6.8 7.3 6.3 10.6 6.9 8.5 5.3 20.0 20.0 12.6 20.0 -1.9 17.3 3.5 20.0 LUMBER-new -20.0 10.9 17.4 -0.5 -2.3 -3.4 1.0 -6.0 0.9 -17.4 5.8 -18.8 -3.9 -5.0 7.2 -20.0 -19.1 -20.0 -19.6 4.5 7.3 -20.0 -1.2 -12.6 NaN 1.1 -11.6 2.5 -9.7 0.2 -4.8 -20.0 -20.0 -20.0 12.1 15.5 13.9 4.2 19.9 12.1 MILK 11.4 -20.0 -7.8 -0.4 -1.7 -2.5 0.8 -4.6 0.6 11.4 2.7 10.0 6.0 -3.4 -8.0 0.6 -2.7 6.4 6.1 -5.7 -1.1 12.3 3.9 1.9 14.3 -1.7 5.6 -0.5 4.6 0.8 1.2 2.1 20.0 6.9 -16.8 -6.5 -10.3 -20.0 -6.0 -20.0 MXP 10.0 2.7 -12.5 -4.1 -3.2 -3.1 -2.8 -1.2 -3.3 14.0 -14.6 14.6 -13.0 2.0 -8.3 11.5 13.2 11.6 11.7 -6.6 -15.1 7.2 -14.2 2.5 -20.0 -3.1 3.8 -7.2 3.9 -6.5 1.4 20.0 20.0 10.5 11.3 -3.0 12.3 20.0 19.3 20.0 NASDAQ_micro 14.0 12.3 13.2 4.2 -0.9 4.5 1.6 5.8 3.7 13.7 14.0 14.7 14.0 14.7 15.2 -10.8 -10.0 -10.0 -9.7 20.0 17.9 20.0 18.9 20.0 -20.0 5.6 8.5 5.5 6.7 6.8 6.0 -5.5 20.0 12.4 12.7 12.4 10.4 4.5 -3.4 -8.6 NIKKEI 7.2 4.4 8.2 4.7 -1.0 5.1 1.7 6.5 4.1 4.3 8.0 12.4 8.7 9.8 13.6 10.6 7.3 6.4 6.0 7.6 6.5 11.3 10.5 10.3 -10.5 2.7 3.8 0.2 6.3 3.2 5.6 20.0 20.0 0.3 -3.5 -8.1 20.0 15.3 20.0 19.1 NZD -1.8 -16.2 -11.6 -3.6 -2.8 -2.7 -2.5 -1.1 -2.8 -9.8 -10.8 -12.1 -5.9 -13.2 -13.4 -1.5 -0.5 -1.2 -0.8 -14.0 -10.0 -12.7 -5.1 -13.7 2.0 -4.6 -3.4 -3.1 -4.4 -1.5 -4.7 0.9 -12.9 -9.7 -5.5 -2.3 -5.9 -4.1 -5.7 -0.3 OAT 14.6 0.9 -0.8 -0.8 -7.8 -0.4 -3.7 0.4 -0.5 -13.3 3.0 1.3 -1.9 6.8 -0.1 -14.3 2.8 -2.7 0.7 2.7 0.3 -6.4 -1.5 3.2 4.3 1.7 -11.1 0.9 -3.8 0.6 1.5 10.2 5.8 -0.5 8.4 7.7 -2.0 -13.8 17.6 5.7 OATIES -5.3 -13.3 16.7 -0.3 -1.4 -2.1 0.6 -3.8 0.5 0.7 0.5 -2.3 -5.9 -6.9 3.8 -17.2 -1.6 -9.8 -4.5 -0.6 1.7 0.4 -0.5 -2.4 -20.0 -1.3 2.6 0.2 -0.3 -0.1 -2.1 -5.4 1.4 -6.3 -7.6 10.4 20.0 5.6 20.0 13.9 OJ 14.2 4.1 8.5 -0.6 -2.8 -4.1 1.2 -7.6 1.0 19.5 20.0 20.0 20.0 20.0 20.0 20.0 14.7 18.9 16.0 20.0 20.0 20.0 20.0 20.0 -20.0 8.0 13.7 7.6 9.6 10.1 8.8 20.0 20.0 20.0 20.0 20.0 18.3 8.8 20.0 20.0 PALLAD -7.7 -13.8 8.7 -0.3 -1.2 0.1 0.1 -0.1 -0.3 -7.4 -1.3 -6.2 -3.7 -7.7 -4.8 -1.9 -2.1 -2.0 -2.0 -3.7 -1.1 -4.5 -2.6 -5.1 14.5 -1.1 -3.0 0.2 -2.1 -0.5 -2.2 5.8 -9.0 -4.9 -1.5 0.4 -16.5 -20.0 -20.0 -20.0 PLAT -7.5 -13.4 -1.2 -0.4 -2.0 0.2 0.1 -0.1 -0.4 -4.9 -9.6 -9.5 -4.9 -13.5 -9.5 -5.4 -4.5 -4.8 -4.6 -8.5 -4.8 -6.3 -2.2 -9.1 6.4 -4.4 -2.0 -2.4 -3.7 -1.1 -5.2 1.4 -12.7 -18.2 -12.8 -11.3 8.7 -8.8 3.0 -3.0 REDWHEAT -1.2 -11.1 -1.3 -0.6 -2.8 -4.1 1.2 -7.5 1.0 7.0 -20.0 2.5 -20.0 -12.7 -16.0 -10.4 -8.1 -10.6 -10.0 -15.4 -18.1 1.3 -20.0 -8.0 -3.3 -6.1 -0.2 -7.0 0.8 -7.9 -2.8 -16.6 17.7 -1.7 -20.0 -10.0 -20.0 -20.0 -16.4 -20.0 RICE 3.3 -3.1 -8.4 -0.6 -2.7 -4.0 1.2 -7.3 1.0 -19.9 -1.9 -9.4 8.4 5.7 -3.8 -9.0 15.2 -7.4 3.6 -4.5 -4.8 -7.8 2.2 -3.5 -16.0 -4.8 -6.5 -4.4 -5.4 -1.2 -4.0 18.0 -20.0 -7.7 -13.6 -15.1 -9.3 -20.0 -9.7 -20.0 ROBUSTA 9.1 -7.6 -19.8 -0.2 -0.9 -1.4 0.4 -2.6 0.4 5.9 5.6 1.9 6.7 3.2 3.4 3.7 20.0 11.0 17.8 6.5 7.3 5.3 9.5 6.6 -20.0 2.2 0.7 2.5 1.3 3.8 2.1 20.0 2.0 16.4 12.3 11.7 6.2 2.1 10.0 8.1 RUSSELL 0.5 11.2 11.6 4.2 -0.9 4.5 1.6 5.8 3.7 -8.0 12.0 -3.3 13.4 7.7 11.3 -6.6 -6.4 -6.4 -6.2 13.0 14.7 -6.8 12.9 4.1 1.2 4.5 -2.6 5.7 -2.1 5.7 1.2 0.5 -20.0 -9.9 10.8 13.5 -8.3 -11.7 -20.0 -20.0 SHATZ 5.7 -0.6 9.2 -0.5 -4.9 -0.2 -2.3 0.3 -0.3 -8.5 6.0 -3.0 0.9 2.3 1.9 -20.0 -20.0 -20.0 -20.0 3.4 4.6 -4.1 2.0 1.0 5.8 1.8 -4.8 2.6 -2.2 1.7 0.5 -20.0 -2.4 -2.3 6.7 10.9 -5.4 -13.4 5.4 -4.4 SILVER-mini -1.1 -12.7 2.3 -0.4 -1.9 0.1 0.1 -0.1 -0.4 -10.5 2.6 -0.8 8.1 -8.8 -0.9 -6.0 -6.4 -6.0 -6.0 -0.7 3.9 -3.5 8.0 -1.8 -3.1 0.6 -5.9 2.5 -1.7 4.2 -0.3 -1.4 -1.3 -1.5 -0.4 5.0 5.6 -1.7 -0.9 7.3 SMI 2.5 -16.8 -15.0 4.5 -1.0 4.9 1.7 6.3 4.0 -6.4 -1.7 1.1 9.3 -9.9 -10.7 0.7 0.4 0.4 -0.0 -10.3 -5.8 -3.5 3.6 -6.9 9.6 -3.9 -1.0 -0.9 -1.6 4.1 -3.0 11.4 -11.7 -13.9 -20.0 -20.0 -6.1 1.6 -16.1 -10.8 SOFR 15.1 -15.7 -20.0 -0.8 -8.2 -0.4 -3.8 0.4 -0.5 -14.6 -3.5 -7.5 2.3 -8.4 -12.5 -0.9 -0.0 -0.0 0.2 -12.3 -9.1 -14.5 -2.6 -9.0 -6.5 -4.6 -7.1 -3.4 -4.7 -1.0 -3.6 7.1 -4.9 -15.1 -18.2 -19.8 -2.5 -5.9 14.5 14.8 SOYBEAN -1.4 -3.4 -11.2 -0.6 -2.5 -3.6 1.1 -6.7 0.9 -11.5 -19.8 -12.2 -19.3 -16.4 -18.3 -2.5 0.1 -2.4 -2.5 -18.1 -20.0 -6.9 -20.0 -11.6 -20.0 -7.3 -4.8 -9.8 -2.8 -11.0 -4.6 -3.6 -7.1 -15.5 -13.8 -16.2 4.2 -6.6 7.9 -0.7 SOYMEAL 7.1 -10.6 -8.9 -0.5 -2.4 -3.5 1.1 -6.5 0.9 -13.2 -19.4 -10.7 -19.1 -17.0 -19.2 -13.5 -1.2 -9.3 -5.8 -17.4 -20.0 -5.9 -20.0 -10.4 -20.0 -6.2 -3.6 -7.1 -2.1 -6.6 -3.5 -6.9 -7.2 -2.5 -20.0 -15.6 -20.0 -20.0 -20.0 -20.0 SOYOIL -13.0 0.9 14.0 -0.2 -1.0 -1.5 0.5 -2.7 0.4 -0.7 -1.4 -3.3 -6.0 -5.5 -1.6 -3.4 -0.1 -2.1 -1.1 -1.6 -1.0 -2.0 -3.5 -2.9 -15.3 -0.7 -1.3 -0.2 -1.3 -1.0 -1.7 -2.1 1.5 -14.5 0.4 4.9 4.5 -5.1 10.5 0.8 SP400 2.1 11.4 13.6 4.6 -1.0 5.0 1.7 6.4 4.0 -12.9 13.0 -3.9 15.6 6.6 11.9 -8.2 -6.7 -7.7 -7.2 16.1 18.1 -7.9 16.8 5.3 -11.4 5.1 -3.1 6.3 -2.0 6.4 1.7 -0.5 -20.0 -6.0 10.7 17.9 -4.4 -6.6 -19.3 -20.0 SP500_micro 9.5 12.3 19.1 5.9 -1.3 6.4 2.2 8.2 5.2 6.5 20.0 17.0 20.0 20.0 20.0 -12.9 -12.0 -12.1 -11.8 20.0 20.0 10.6 20.0 20.0 -20.0 7.8 2.3 10.1 2.3 12.8 5.0 -9.0 3.8 -0.7 7.8 20.0 3.1 4.0 -14.4 -12.0 SUGAR11 -11.4 -10.3 17.3 -0.5 -2.2 -3.2 1.0 -5.9 0.8 -16.2 6.1 -16.3 -5.8 -15.9 4.0 20.0 20.0 20.0 20.0 -2.7 3.7 -16.2 1.6 -11.3 -20.0 1.2 -10.3 2.9 -6.3 1.0 -2.4 20.0 -18.2 -7.4 -4.0 20.0 -20.0 0.8 -20.0 4.3 US10 16.5 -12.5 -18.0 -0.6 -5.9 -0.3 -2.7 0.3 -0.4 -10.5 -4.2 -3.8 -0.5 -4.2 -8.5 -3.0 -6.1 -4.0 -5.0 -7.7 -6.7 -8.4 -3.8 -4.7 1.9 -3.0 -4.6 -2.4 -2.9 -0.9 -2.2 -2.7 0.4 -7.7 -10.2 -13.4 -7.4 -15.3 6.0 9.3 US10U 15.7 -9.6 -15.3 -0.7 -7.4 -0.3 -3.5 0.4 -0.5 -13.2 -5.4 -4.8 -0.6 -4.4 -10.3 -4.5 -3.8 -4.4 -4.3 -8.2 -7.2 -10.8 -4.6 -5.4 -1.6 -3.7 -6.2 -3.1 -3.9 -1.3 -2.7 -0.4 -0.2 -9.3 -10.1 -15.6 -5.4 -10.9 14.3 16.4 US2 16.3 -20.0 -18.1 -0.7 -6.7 -0.3 -3.1 0.3 -0.4 -11.7 -5.5 -0.1 -3.8 -6.2 -10.6 -16.1 -20.0 -18.9 -20.0 -13.3 -10.8 -7.1 -7.5 -7.1 19.3 -3.6 -4.1 -2.5 -2.5 -1.0 -2.5 -20.0 9.7 -11.9 -15.1 -13.1 -9.8 -15.0 -0.8 -6.4 US20 13.4 -7.7 -15.6 -0.5 -5.3 -0.2 -2.5 0.3 -0.3 -9.5 -3.9 -5.3 1.5 -3.8 -7.6 -0.9 -1.3 -1.4 -1.4 -5.5 -4.8 -9.7 -2.7 -4.5 -3.3 -2.8 -5.5 -2.2 -3.7 -0.8 -2.4 4.7 -3.8 -9.8 -6.6 -11.4 -2.0 -6.9 20.0 18.5 US30 12.0 -4.9 -12.1 -0.5 -5.4 -0.2 -2.5 0.3 -0.3 -9.7 -4.8 -5.6 -0.1 -3.2 -7.4 -5.1 -4.4 -3.8 -3.9 -4.7 -4.3 -9.3 -3.2 -4.2 -2.2 -2.7 -5.7 -2.3 -3.8 -1.0 -2.3 -0.2 -2.1 -8.5 -3.7 -9.3 -1.9 -7.0 20.0 15.8 US5 16.7 -16.6 -19.6 -0.7 -6.9 -0.3 -3.2 0.4 -0.4 -12.3 -5.5 -4.5 -3.1 -6.8 -10.9 -5.1 -9.2 -6.6 -8.0 -11.6 -9.7 -9.7 -5.5 -7.1 7.7 -3.6 -5.0 -2.8 -3.1 -1.0 -2.4 -8.0 2.3 -8.9 -13.1 -15.5 -5.0 -12.3 7.2 6.7 VIX -2.2 -12.8 -5.8 -3.4 4.7 -2.4 3.2 -4.6 -1.1 19.7 -17.7 6.2 -17.5 -16.2 -18.6 -20.0 -20.0 -19.0 -19.7 -11.3 -9.2 3.2 -14.1 -6.4 NaN -4.1 4.7 -2.8 2.8 -5.5 -1.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.9 -11.8 -2.7 -0.7 -2.9 -4.2 1.3 -7.8 1.1 -4.2 -20.0 -8.8 -19.6 -17.0 -15.8 -14.9 -14.6 -14.3 -14.4 -18.6 -19.4 -6.1 -20.0 -13.7 5.9 -7.3 -3.3 -7.1 -2.3 -7.0 -5.2 -20.0 5.1 -9.3 -20.0 -12.2 -18.6 -20.0 -13.2 -18.9 End of report for caleb_strategy_v3