******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241217_204449 produced at 2024-12-17 21:41:03.466446 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.29 0.0 0.00 0.00 0.00 0.00 -15.96 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.50 -1.17 0.0 0.50 -0.50 -0.50 -0.50 -37.70 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 -40.42 999999999.0 -32 -32 caleb_strategy_v3 US2 False True 0.07 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -3.12 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.09 -0.18 0.0 0.68 -0.68 -0.09 -0.09 -7.66 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 -2.56 13.0 -10 -10 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.08 0.0 999.00 -999.00 -0.07 -0.07 -2.23 999999999.0 -2 -2 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.07 0.0 0.90 -0.90 -0.22 -0.25 -1.91 25.0 -6 -7 caleb_strategy_v3 AUD False False 0.02 -0.04 -0.06 0.0 0.40 -0.40 -0.04 -0.04 -2.73 19.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.13 -0.13 -0.07 -0.07 -4.91 11.0 -6 -6 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.48 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 -5.38 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.09 -0.09 -0.05 -0.05 -6.13 12.0 -7 -7 caleb_strategy_v3 NZD False False 0.02 0.00 -0.05 0.0 0.41 -0.41 0.00 0.00 -2.70 21.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.05 0.0 0.62 -0.62 -0.04 -0.04 -1.23 14.0 -1 -1 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.63 -0.63 0.00 0.00 -1.06 17.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.03 0.0 0.09 -0.09 -0.01 -0.01 -2.62 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -2.84 8.0 -4 -4 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.03 0.0 0.49 -0.49 -0.04 -0.04 -0.70 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.47 -0.47 -0.03 -0.03 -1.11 17.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.91 7.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.03 0.0 0.09 -0.09 -0.06 -0.06 -1.11 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 -3.38 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.03 0.0 0.14 -0.14 -0.01 -0.01 -9.67 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 -1.33 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 -1.41 10.0 -1 -1 caleb_strategy_v3 SMI False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.47 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.05 -0.40 4.0 -2 -2 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.30 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.21 999999999.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.63 2.0 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 -1.89 3.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.11 -0.01 0.0 0.22 -0.22 0.11 0.11 -0.10 2.0 1 1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 -0.01 -1.95 18.0 0 -1 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.48 -0.48 0.00 0.00 -0.13 10.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.26 9.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.08 -0.01 0.0 0.25 -0.25 -0.08 -0.08 -0.17 6.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 -0.01 0.0 0.50 -0.50 0.00 -0.01 -0.84 56.0 0 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.01 0.0 0.59 -0.59 0.00 0.00 -0.49 22.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.02 -5.47 26.0 -7 -7 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.20 999999999.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.49 -0.49 0.00 0.00 -1.98 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.03 0.00 0.0 0.27 -0.27 0.03 0.04 0.77 68.0 8 11 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.08 -0.08 0.00 0.00 -0.60 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 0.02 4.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.23 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 -0.08 5.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 0.00 0.0 0.07 -0.07 0.00 0.00 0.24 5.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.25 -0.25 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.13 19.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.02 0.0 0.49 -0.49 0.01 0.01 2.39 48.0 1 1 caleb_strategy_v3 EUROSTX False False 0.02 0.07 0.02 0.0 0.35 -0.35 0.07 0.07 1.19 20.0 4 4 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.06 0.03 0.0 0.34 -0.34 0.06 0.09 2.13 23.0 4 6 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.03 0.0 0.15 -0.15 0.05 0.05 2.78 13.0 4 4 caleb_strategy_v3 COCOA False False 0.04 0.08 0.04 0.0 1.00 -1.00 0.08 0.08 0.92 26.0 2 2 caleb_strategy_v3 OJ False False 0.03 0.03 0.05 0.0 0.08 -0.08 0.03 0.03 1.75 3.0 1 1 caleb_strategy_v3 OAT False False 0.04 0.13 0.05 0.0 0.44 -0.44 0.13 0.13 1.16 10.0 3 3 caleb_strategy_v3 MXP False False 0.01 0.01 0.05 0.0 0.49 -0.49 0.01 0.01 5.77 60.0 1 1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.07 0.0 0.00 0.00 0.00 0.00 18.10 59.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.07 0.0 0.43 -0.43 0.03 0.03 2.68 17.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 2.61 999999999.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.17 0.09 0.0 0.43 -0.43 0.17 0.13 2.21 10.0 4 3 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.10 0.0 0.35 -0.35 0.22 0.22 2.20 8.0 5 5 caleb_strategy_v3 DAX False False 0.01 0.05 0.15 0.0 0.42 -0.42 0.05 0.04 20.23 58.0 7 6 caleb_strategy_v3 NIKKEI False False 0.01 0.14 0.20 0.0 0.31 -0.31 0.14 0.14 23.13 36.0 16 16 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.17 0.0 0.86 -0.86 0.00 0.00 13.49 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.1 Shocked risk 44.2 Sum abs risk 45.3 Leverage 6.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2975327.52, 'annual_cash_vol_target': 743831.88, 'daily_cash_vol_target': 46489.4925} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6338 0.6447 10.3148 BITCOIN 2230.2695 108730.0000 2.0512 32.8192 BOBL 0.2235 118.3100 0.1889 3.0227 BTP 0.5050 121.2600 0.4165 6.6638 BUND 0.4438 134.7600 0.3293 5.2695 BUXL 1.0844 136.1000 0.7968 12.7487 CAC 56.5129 7400.0000 0.7637 12.2190 CAD 0.0028 0.7012 0.3930 6.2874 CANOLA 9.0996 601.6000 1.5126 24.2012 CHF 0.0053 1.1324 0.4669 7.4702 COCOA 188.1767 11453.0000 1.6430 26.2885 COFFEE 6.2446 324.1000 1.9267 30.8278 COPPER 0.0491 4.1460 1.1851 18.9609 CORN 3.7316 437.7500 0.8525 13.6393 COTTON2 0.8114 68.6700 1.1816 18.9060 CRUDE_W 0.9480 67.1800 1.4111 22.5781 DAX 132.1120 20442.0000 0.6463 10.3404 DOW 262.8759 43892.0000 0.5989 9.5826 DX 0.3805 106.6300 0.3568 5.7096 EUR 0.0051 1.0532 0.4796 7.6738 EURIBOR-ICE 0.0436 98.0050 0.0445 0.7117 EUROSTX 37.4294 4976.0000 0.7522 12.0352 FEEDCOW 1.6359 258.1250 0.6338 10.1402 GASOIL 10.5146 671.5000 1.5658 25.0533 GASOLINE 0.0334 1.9761 1.6917 27.0669 GAS_US_mini 0.1117 3.1000 3.6046 57.6743 GBP 0.0063 1.2705 0.4963 7.9405 GOLD_micro 24.5554 2662.2000 0.9224 14.7580 HEATOIL 0.0353 2.2243 1.5868 25.3886 JGB-SGX-mini 0.1888 142.2100 0.1328 2.1246 JPY 0.0000 0.0066 0.6794 10.8712 LEANHOG 1.1474 88.1250 1.3020 20.8316 LIVECOW 1.1826 189.6750 0.6235 9.9760 LUMBER-new 7.5197 573.5000 1.3112 20.9790 MILK 0.2512 20.0500 1.2529 20.0462 MXP 0.0004 0.0487 0.7348 11.7562 NASDAQ_micro 164.4956 22281.2500 0.7383 11.8123 NIKKEI 353.1149 39295.0000 0.8986 14.3780 NZD 0.0038 0.5760 0.6597 10.5556 OAT 0.4161 124.8100 0.3334 5.3344 OATIES 6.4401 371.0000 1.7359 27.7741 OJ 6.7504 515.3000 1.3100 20.9598 PALLAD 23.9200 939.5000 2.5460 40.7365 PLAT 13.3645 943.1000 1.4171 22.6733 REDWHEAT 7.9025 559.7500 1.4118 22.5887 RICE 0.1239 15.0900 0.8211 13.1372 ROBUSTA 114.2117 5174.0000 2.2074 35.3187 RUSSELL 23.8919 2365.4000 1.0101 16.1609 SHATZ 0.0782 107.0800 0.0730 1.1684 SILVER-mini 0.4921 30.9625 1.5895 25.4319 SMI 76.6929 11725.0000 0.6541 10.4656 SOFR 0.0539 96.1750 0.0561 0.8974 SOYBEAN 8.4418 988.7500 0.8538 13.6605 SOYMEAL 3.3061 298.5000 1.1076 17.7209 SOYOIL 0.7651 41.2700 1.8538 29.6613 SP400 26.0861 3234.2000 0.8066 12.9051 SP500_micro 31.5776 6118.7500 0.5161 8.2573 SUGAR11 0.2951 18.5300 1.5923 25.4767 US10 0.3543 109.8750 0.3224 5.1588 US10U 0.5068 112.9688 0.4486 7.1782 US2 0.0832 102.8711 0.0809 1.2946 US20 0.7497 116.3438 0.6444 10.3098 US30 1.2006 122.9688 0.9764 15.6216 US5 0.2166 106.8438 0.2027 3.2437 VIX 0.4415 18.0500 2.4463 39.1400 WHEAT 7.0474 590.2500 1.1940 19.1036 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 633.85 0.64 408.63 1.00 408.63 46489.49 113.77 -9.25 -105.19 BITCOIN 108.73 2.05 223.03 1.00 223.03 46489.49 208.45 8.02 167.16 BOBL 1183.10 0.19 223.51 1.05 234.99 46489.49 197.84 0.63 12.54 BTP 1212.60 0.42 505.03 1.05 530.97 46489.49 87.56 7.39 64.74 BUND 1347.60 0.33 443.82 1.05 466.61 46489.49 99.63 -1.27 -12.63 BUXL 1361.00 0.80 1084.43 1.05 1140.12 46489.49 40.78 0.51 2.10 CAC 740.00 0.76 565.13 1.05 594.15 46489.49 78.25 -5.00 -39.11 CAD 701.20 0.39 275.55 1.00 275.55 46489.49 168.72 -17.51 -295.42 CANOLA 120.32 1.51 181.99 0.70 127.92 46489.49 363.44 -10.94 -397.62 CHF 1415.50 0.47 660.88 1.00 660.88 46489.49 70.34 -14.01 -98.57 COCOA 1145.30 1.64 1881.77 1.00 1881.77 46489.49 24.71 17.38 42.94 COFFEE 1215.38 1.93 2341.71 1.00 2341.71 46489.49 19.85 7.01 13.92 COPPER 1036.50 1.19 1228.31 1.00 1228.31 46489.49 37.85 -5.44 -20.59 CORN 218.88 0.85 186.58 1.00 186.58 46489.49 249.16 -10.11 -251.79 COTTON2 343.35 1.18 405.71 1.00 405.71 46489.49 114.59 -20.00 -229.17 CRUDE_W 671.80 1.41 948.00 1.00 948.00 46489.49 49.04 -0.15 -0.73 DAX 204.42 0.65 132.11 1.05 138.90 46489.49 334.71 17.72 593.08 DOW 219.46 0.60 131.44 1.00 131.44 46489.49 353.70 -2.41 -85.07 DX 1066.30 0.36 380.51 1.00 380.51 46489.49 122.18 8.25 100.77 EUR 1316.50 0.48 631.41 1.00 631.41 46489.49 73.63 -6.45 -47.51 EURIBOR-ICE 2450.12 0.04 108.98 1.05 114.58 46489.49 405.74 9.74 395.36 EUROSTX 497.60 0.75 374.29 1.05 393.51 46489.49 118.14 2.96 34.97 FEEDCOW 1290.62 0.63 817.95 1.00 817.95 46489.49 56.84 11.68 66.36 GASOIL 671.50 1.57 1051.46 1.00 1051.46 46489.49 44.21 -2.09 -9.22 GASOLINE 829.96 1.69 1404.03 1.00 1404.03 46489.49 33.11 -1.41 -4.66 GAS_US_mini 77.50 3.60 279.36 1.00 279.36 46489.49 166.41 -3.04 -50.51 GBP 794.06 0.50 394.08 1.00 394.08 46489.49 117.97 -1.59 -18.71 GOLD_micro 266.22 0.92 245.55 1.00 245.55 46489.49 189.32 -1.30 -24.60 HEATOIL 934.21 1.59 1482.39 1.00 1482.39 46489.49 31.36 -8.16 -25.60 JGB-SGX-mini 142210.00 0.13 18884.01 0.01 122.95 46489.49 378.13 -9.21 -348.14 JPY 824.19 0.68 559.99 1.00 559.99 46489.49 83.02 -5.16 -42.81 LEANHOG 352.50 1.30 458.95 1.00 458.95 46489.49 101.30 4.51 45.69 LIVECOW 758.70 0.62 473.05 1.00 473.05 46489.49 98.28 8.24 80.96 LUMBER-new 157.71 1.31 206.79 1.00 206.79 46489.49 224.81 -3.93 -88.36 MILK 401.00 1.25 502.41 1.00 502.41 46489.49 92.53 1.21 11.16 MXP 243.30 0.73 178.77 1.00 178.77 46489.49 260.06 1.51 39.33 NASDAQ_micro 445.62 0.74 328.99 1.00 328.99 46489.49 141.31 6.48 91.51 NIKKEI 39295.00 0.90 35311.49 0.01 229.90 46489.49 202.22 10.56 213.57 NZD 575.95 0.66 379.97 1.00 379.97 46489.49 122.35 -8.51 -104.10 OAT 1248.10 0.33 416.12 1.05 437.48 46489.49 106.27 3.19 33.94 OATIES 185.50 1.74 322.01 1.00 322.01 46489.49 144.37 -4.65 -67.06 OJ 772.95 1.31 1012.56 1.00 1012.56 46489.49 45.91 17.84 81.92 PALLAD 939.50 2.55 2392.00 1.00 2392.00 46489.49 19.44 -4.46 -8.67 PLAT 471.55 1.42 668.22 1.00 668.22 46489.49 69.57 -5.93 -41.22 REDWHEAT 279.88 1.41 395.13 1.00 395.13 46489.49 117.66 -18.20 -214.09 RICE 301.80 0.82 247.80 1.00 247.80 46489.49 187.61 -11.78 -221.02 ROBUSTA 517.40 2.21 1142.12 1.00 1142.12 46489.49 40.70 4.81 19.58 RUSSELL 118.27 1.01 119.46 1.00 119.46 46489.49 389.17 0.60 23.29 SHATZ 1070.80 0.07 78.19 1.05 82.21 46489.49 565.51 -2.58 -145.88 SILVER-mini 774.06 1.59 1230.37 1.00 1230.37 46489.49 37.79 -1.65 -6.25 SMI 1172.50 0.65 766.93 1.12 860.88 46489.49 54.00 -2.55 -13.76 SOFR 2404.38 0.06 134.86 1.00 134.86 46489.49 344.72 -7.62 -262.65 SOYBEAN 494.38 0.85 422.09 1.00 422.09 46489.49 110.14 -18.65 -205.46 SOYMEAL 298.50 1.11 330.61 1.00 330.61 46489.49 140.62 -20.00 -281.24 SOYOIL 247.62 1.85 459.05 1.00 459.05 46489.49 101.27 -6.37 -64.48 SP400 3234.20 0.81 2608.61 1.00 2608.61 46489.49 17.82 -1.75 -3.11 SP500_micro 305.94 0.52 157.89 1.00 157.89 46489.49 294.45 3.49 102.85 SUGAR11 207.54 1.59 330.46 1.00 330.46 46489.49 140.68 -6.53 -91.81 US10 1098.75 0.32 354.26 1.00 354.26 46489.49 131.23 -6.35 -83.27 US10U 1129.69 0.45 506.82 1.00 506.82 46489.49 91.73 -6.06 -55.60 US2 2057.42 0.08 166.47 1.00 166.47 46489.49 279.27 -8.82 -246.29 US20 1163.44 0.64 749.68 1.00 749.68 46489.49 62.01 -3.37 -20.89 US30 1229.69 0.98 1200.61 1.00 1200.61 46489.49 38.72 -3.46 -13.41 US5 1068.44 0.20 216.61 1.00 216.61 46489.49 214.63 -7.03 -150.82 VIX 180.50 2.45 441.55 1.00 441.55 46489.49 105.29 -15.55 -163.74 WHEAT 295.12 1.19 352.37 1.00 352.37 46489.49 131.93 -19.31 -254.81 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -105.186 0.010 2.5 -2.729 BITCOIN 167.156 0.043 2.5 18.101 BOBL 12.539 0.004 2.5 0.127 BTP 64.735 0.014 2.5 2.208 BUND -12.629 0.004 2.5 -0.128 BUXL 2.096 0.004 2.5 0.021 CAC -39.110 0.014 2.5 -1.334 CAD -295.421 0.010 2.5 -7.665 CANOLA -397.622 0.010 2.5 -9.674 CHF -98.570 0.010 2.5 -2.557 COCOA 42.937 0.009 2.5 0.920 COFFEE 13.924 0.005 2.5 0.163 COPPER -20.591 0.043 2.5 -2.230 CORN -251.791 0.010 2.5 -6.126 COTTON2 -229.175 0.009 2.5 -4.908 CRUDE_W -0.727 0.043 2.5 -0.079 DAX 593.078 0.014 2.5 20.229 DOW -85.069 0.009 2.5 -1.977 DX 100.765 0.010 2.5 2.614 EUR -47.510 0.010 2.5 -1.233 EURIBOR-ICE 395.361 0.014 2.5 13.485 EUROSTX 34.972 0.014 2.5 1.193 FEEDCOW 66.362 0.013 2.5 2.199 GASOIL -9.222 0.017 2.5 -0.400 GASOLINE -4.663 0.017 2.5 -0.202 GAS_US_mini -50.514 0.043 2.5 -5.470 GBP -18.710 0.010 2.5 -0.485 GOLD_micro -24.599 0.014 2.5 -0.839 HEATOIL -25.599 0.017 2.5 -1.110 JGB-SGX-mini -348.138 0.043 2.5 -37.699 JPY -42.807 0.010 2.5 -1.111 LEANHOG 45.690 0.024 2.5 2.777 LIVECOW 80.962 0.013 2.5 2.683 LUMBER-new -88.365 0.009 2.5 -1.892 MILK 11.157 0.009 2.5 0.239 MXP 39.330 0.059 2.5 5.772 NASDAQ_micro 91.508 0.009 2.5 2.127 NIKKEI 213.571 0.043 2.5 23.127 NZD -104.095 0.010 2.5 -2.701 OAT 33.942 0.014 2.5 1.158 OATIES -67.063 0.010 2.5 -1.632 OJ 81.922 0.009 2.5 1.755 PALLAD -8.674 0.014 2.5 -0.296 PLAT -41.222 0.014 2.5 -1.406 REDWHEAT -214.087 0.005 2.5 -2.840 RICE -221.018 0.010 2.5 -5.377 ROBUSTA 19.579 0.005 2.5 0.229 RUSSELL 23.285 0.013 2.5 0.772 SHATZ -145.884 0.004 2.5 -1.479 SILVER-mini -6.253 0.014 2.5 -0.213 SMI -13.757 0.014 2.5 -0.469 SOFR -262.651 0.024 2.5 -15.962 SOYBEAN -205.455 0.004 2.5 -1.911 SOYMEAL -281.238 0.004 2.5 -2.616 SOYOIL -64.481 0.004 2.5 -0.600 SP400 -3.110 0.013 2.5 -0.103 SP500_micro 102.846 0.009 2.5 2.390 SUGAR11 -91.813 0.009 2.5 -1.953 US10 -83.273 0.005 2.5 -1.055 US10U -55.602 0.005 2.5 -0.705 US2 -246.289 0.005 2.5 -3.121 US20 -20.891 0.005 2.5 -0.265 US30 -13.415 0.005 2.5 -0.170 US5 -150.825 0.005 2.5 -1.911 VIX -163.742 0.099 2.5 -40.418 WHEAT -254.807 0.005 2.5 -3.380 ===================== Position diags ===================== AUD 2.95 BITCOIN 22.57 BOBL 2.01 BTP 2.99 BUND 1.01 BUXL 0.41 CAC 2.67 CAD 4.38 CANOLA 8.84 CHF 1.83 COCOA 0.53 COFFEE 0.23 COPPER 4.10 CORN 6.06 COTTON2 2.45 CRUDE_W 5.31 DAX 11.42 DOW 8.22 DX 3.17 EUR 1.91 EURIBOR-ICE 13.84 EUROSTX 4.03 FEEDCOW 1.88 GASOIL 1.92 GASOLINE 1.44 GAS_US_mini 18.02 GBP 3.06 GOLD_micro 6.46 HEATOIL 1.36 JGB-SGX-mini 40.95 JPY 2.15 LEANHOG 6.16 LIVECOW 3.26 LUMBER-new 4.81 MILK 1.98 MXP 38.17 NASDAQ_micro 3.28 NIKKEI 21.90 NZD 3.17 OAT 3.62 OATIES 3.51 OJ 0.98 PALLAD 0.66 PLAT 2.37 REDWHEAT 1.56 RICE 4.56 ROBUSTA 0.48 RUSSELL 12.90 SHATZ 5.73 SILVER-mini 1.29 SMI 1.84 SOFR 20.95 SOYBEAN 1.02 SOYMEAL 1.31 SOYOIL 0.94 SP400 0.59 SP500_micro 6.84 SUGAR11 2.99 US10 1.66 US10U 1.16 US2 3.54 US20 0.79 US30 0.49 US5 2.72 VIX 25.99 WHEAT 1.75 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.7 -3.0 -2.4 -2.0 -2 BITCOIN 18.1 15.8 20.4 0.0 0 BOBL 0.1 -0.1 0.3 0.0 0 BTP 2.2 1.9 2.5 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 -1.1 0.0 0 CAD -7.7 -8.1 -7.2 -4.0 -4 CANOLA -9.7 -10.6 -8.8 -4.0 -4 CHF -2.6 -2.7 -2.4 -10.0 -10 COCOA 0.9 0.9 1.0 2.0 2 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -2.2 -2.6 -1.8 -2.0 -2 CORN -6.1 -6.7 -5.5 -7.0 -7 COTTON2 -4.9 -5.2 -4.7 -6.0 -6 CRUDE_W -0.1 -0.6 0.5 0.0 0 DAX 20.2 19.1 21.4 7.0 7 DOW -2.0 -2.8 -1.2 0.0 0 DX 2.6 2.3 2.9 0.0 0 EUR -1.2 -1.4 -1.0 -1.0 -1 EURIBOR-ICE 13.5 12.1 14.9 0.0 0 EUROSTX 1.2 0.8 1.6 4.0 4 FEEDCOW 2.2 2.0 2.4 5.0 5 GASOIL -0.4 -0.6 -0.2 -2.0 -2 GASOLINE -0.2 -0.3 -0.1 0.0 0 GAS_US_mini -5.5 -7.3 -3.7 -7.0 -7 GBP -0.5 -0.8 -0.2 0.0 0 GOLD_micro -0.8 -1.5 -0.2 0.0 0 HEATOIL -1.1 -1.2 -1.0 -2.0 -2 JGB-SGX-mini -37.7 -41.8 -33.6 -16.0 -16 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG 2.8 2.2 3.4 4.0 4 LIVECOW 2.7 2.4 3.0 1.0 1 LUMBER-new -1.9 -2.4 -1.4 0.0 0 MILK 0.2 0.0 0.4 0.0 0 MXP 5.8 2.0 9.6 1.0 1 NASDAQ_micro 2.1 1.8 2.5 4.0 4 NIKKEI 23.1 20.9 25.3 16.0 16 NZD -2.7 -3.0 -2.4 0.0 0 OAT 1.2 0.8 1.5 3.0 3 OATIES -1.6 -2.0 -1.3 NaN 0 OJ 1.8 1.7 1.9 1.0 1 PALLAD -0.3 -0.4 -0.2 0.0 0 PLAT -1.4 -1.6 -1.2 -1.0 -1 REDWHEAT -2.8 -3.0 -2.7 -4.0 -4 RICE -5.4 -5.8 -4.9 NaN 0 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 0.8 -0.5 2.1 8.0 8 SHATZ -1.5 -2.1 -0.9 NaN 0 SILVER-mini -0.2 -0.3 -0.1 0.0 0 SMI -0.5 -0.7 -0.3 0.0 0 SOFR -16.0 -18.1 -13.9 NaN 0 SOYBEAN -1.9 -2.0 -1.8 -3.0 -3 SOYMEAL -2.6 -2.7 -2.5 -1.0 -1 SOYOIL -0.6 -0.7 -0.5 0.0 0 SP400 -0.1 -0.2 -0.0 1.0 1 SP500_micro 2.4 1.7 3.1 1.0 1 SUGAR11 -2.0 -2.3 -1.7 0.0 0 US10 -1.1 -1.2 -0.9 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -3.1 -3.5 -2.8 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.2 -0.2 -0.1 -2.0 -2 US5 -1.9 -2.2 -1.6 -6.0 -6 VIX -40.4 -43.0 -37.8 -32.0 -32 WHEAT -3.4 -3.6 -3.2 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.2 -0.5 -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 -0.3 -0.1 -0.1 -0.2 -0.1 -0.1 BITCOIN 0.2 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 0.4 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 0.0 0.0 -0.4 -0.1 -0.2 -0.1 0.0 0.0 -0.1 0.0 0.0 0.5 0.0 -0.0 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 0.5 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 0.2 0.5 0.6 0.6 -0.1 -0.4 0.5 0.4 BUND 0.4 0.1 -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 0.1 -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 -0.3 -0.2 0.2 0.3 0.3 -0.6 -0.7 0.2 -0.1 BUXL 0.5 0.3 0.1 -0.0 -0.1 -0.0 -0.1 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 -0.3 0.2 0.6 0.4 -0.7 -0.7 -0.2 -0.3 CAC 0.4 -0.2 -0.2 0.1 -0.1 0.2 -0.0 0.3 0.0 -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 -0.1 -0.6 -0.6 0.1 0.2 -0.2 -0.1 CAD -0.3 -0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -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 -0.4 -0.5 -0.6 -0.5 -0.5 -0.2 -0.2 -0.2 -0.3 CANOLA -0.3 -0.3 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 0.1 -0.4 -0.0 0.2 -0.3 -0.3 -0.1 -0.2 CHF 0.0 -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 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.1 -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 0.1 0.4 0.3 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 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 0.2 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 0.5 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 -0.3 -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 -2.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.2 0.5 0.1 0.7 CORN 0.1 0.1 0.1 -0.0 -0.1 -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 0.0 -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 -0.1 -0.2 -0.0 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.2 -0.3 -0.2 -0.1 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.0 -0.5 -0.3 -0.6 -0.3 -0.6 -0.6 -0.6 -0.4 CRUDE_W 0.1 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.3 0.1 -0.3 -0.0 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.4 -0.1 0.1 -0.1 0.1 -0.1 0.2 -0.0 0.4 DAX 0.6 0.3 0.3 0.1 -0.1 0.2 -0.0 0.3 0.0 -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 -0.3 0.5 0.6 0.4 0.5 0.7 0.5 0.5 0.1 DOW -0.1 0.2 0.4 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.2 0.5 0.0 -1.9 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.4 -0.5 -0.5 0.1 0.6 -0.1 0.0 -0.5 -0.3 DX -0.1 0.6 0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.2 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.3 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.0 0.7 0.5 0.4 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 -0.1 -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 2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.2 -0.1 -0.2 -0.4 0.1 -0.3 0.1 -0.4 EURIBOR-ICE 0.3 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 0.0 1.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.5 -0.0 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 0.0 -0.0 0.0 0.2 0.4 0.1 0.0 0.0 -0.1 -0.0 -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 -0.4 0.2 0.2 -0.3 -0.3 FEEDCOW 0.4 0.6 0.6 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 0.1 0.3 0.2 -0.3 0.2 0.2 0.1 -0.1 0.2 0.1 0.2 0.2 0.2 -0.0 0.2 -1.9 0.1 0.0 0.1 0.0 0.0 0.1 0.1 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 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.3 0.1 -0.4 0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.1 -0.2 0.0 0.6 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 -0.0 0.0 0.1 -0.2 -0.0 -0.3 0.1 -0.4 GASOLINE 0.0 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.0 -0.2 0.4 0.0 0.2 -0.0 -0.1 0.0 -0.1 0.0 -2.7 0.0 -0.0 -0.0 0.0 -0.0 0.0 1.0 -0.1 0.0 -0.0 0.3 0.1 0.3 0.2 0.5 GAS_US_mini 0.0 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 0.0 -0.0 -0.0 -0.0 -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 0.0 -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 0.4 0.2 0.0 0.1 0.2 -0.4 0.6 -0.3 GOLD_micro -0.0 -0.6 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.0 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.1 -0.0 0.3 -0.0 -1.4 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 0.0 -0.1 0.0 -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 0.0 -0.1 0.0 -0.2 0.0 -0.3 0.0 -0.1 -0.0 0.1 -0.1 0.1 0.0 0.1 JGB-SGX-mini -0.1 -0.6 -0.2 -0.0 -0.0 -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 -1.9 -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 -0.5 JPY 0.4 -0.2 -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 -0.2 -0.7 LEANHOG -0.4 0.0 0.6 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.2 0.4 -0.2 0.2 -0.0 0.2 -0.4 0.1 -0.3 0.1 0.1 0.2 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.1 0.0 0.5 -0.5 0.5 0.6 0.6 0.3 -0.2 0.4 0.0 LIVECOW 0.1 -0.2 0.3 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 0.1 0.5 0.1 0.7 0.1 0.2 0.1 0.1 -0.0 0.0 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 0.0 0.2 0.1 0.3 0.1 0.3 0.3 0.6 0.4 0.6 -0.0 0.6 0.1 0.7 LUMBER-new -0.7 0.3 0.7 -0.0 -0.1 -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 0.0 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 0.4 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 0.1 -0.0 0.1 0.1 -0.1 -0.0 0.1 0.1 0.0 1.9 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.5 0.3 -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 0.0 -0.4 0.1 -0.5 0.0 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.2 0.0 -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 -0.0 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 0.5 0.5 0.4 0.3 0.1 -0.1 -0.3 NIKKEI 0.2 0.1 0.3 0.0 -0.0 0.1 -0.0 0.2 0.0 -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 -0.0 0.0 0.0 0.1 0.1 1.1 0.3 0.0 -0.1 -0.2 0.7 0.5 0.7 0.7 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 -0.2 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 -0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 OAT 0.4 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 -0.1 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 -0.5 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 -0.1 -0.1 -0.2 0.3 0.7 0.2 0.7 0.5 OJ 0.5 0.2 0.3 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 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 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.6 0.3 0.7 0.7 PALLAD -0.3 -0.5 0.2 -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 -0.1 -0.1 -0.1 1.9 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.3 -0.2 -0.2 -0.1 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 -0.0 -0.1 -0.1 0.9 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 -0.5 -0.4 -0.4 0.3 -0.3 0.1 -0.1 REDWHEAT -0.0 -0.3 -0.0 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.0 -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 0.3 -0.2 -0.6 -0.3 -0.7 -0.7 -0.5 -0.7 RICE 0.1 -0.1 -0.3 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.1 -0.1 -0.1 0.3 0.1 -0.0 -0.2 0.3 -0.2 0.1 -0.1 -0.1 -0.1 0.1 -0.0 -2.2 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 0.9 -0.5 -0.3 -0.4 -0.5 -0.3 -0.7 -0.3 -0.7 ROBUSTA 0.2 -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 0.3 0.6 0.4 0.4 0.2 0.1 0.3 0.3 RUSSELL -0.1 0.4 0.4 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.1 0.4 0.0 0.2 0.0 -0.0 0.2 -0.0 0.2 0.0 0.0 -0.4 -0.4 0.3 0.4 -0.3 -0.4 -0.7 -0.7 SHATZ 0.1 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 -0.0 -0.0 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 -0.1 0.2 -0.0 -0.4 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 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 -0.0 -0.1 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 0.2 -0.0 0.6 -0.1 -0.3 -0.6 -0.6 -0.2 0.1 -0.5 -0.4 SOFR 0.3 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.4 -0.0 -0.5 -0.6 -0.6 -0.1 -0.2 0.5 0.5 SOYBEAN -0.1 -0.1 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.2 -0.4 -0.6 -0.5 -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 -0.1 -0.0 -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 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -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 0.3 0.0 SP400 -0.1 0.3 0.4 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.1 0.6 0.1 0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.2 -0.1 0.4 0.0 -1.5 0.0 -0.1 0.2 -0.0 0.2 0.0 -0.0 -0.5 -0.3 0.3 0.6 -0.2 -0.2 -0.7 -0.7 SP500_micro 0.2 0.4 0.6 0.1 -0.1 0.2 -0.0 0.3 0.0 -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 0.0 -0.5 0.2 -0.0 0.2 0.6 0.1 0.1 -0.5 -0.4 SUGAR11 -0.4 -0.4 0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.2 -0.2 -0.2 0.0 0.4 0.4 0.4 0.4 -0.0 0.0 -0.2 0.0 -0.2 -2.7 -0.0 -0.2 0.1 -0.1 0.0 -0.0 1.1 -0.5 -0.5 -0.2 0.6 -0.7 0.0 -0.7 0.1 US10 0.4 -0.4 -0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 -0.3 -0.4 -0.3 -0.5 0.2 0.3 US10U 0.3 -0.3 -0.5 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.0 0.0 -0.3 -0.3 -0.5 -0.2 -0.4 0.5 0.5 US2 0.4 -0.6 -0.6 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.2 -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 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-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 -7.5 -16.9 -10.4 -4.2 -3.9 -3.1 -3.4 -1.3 -3.6 -14.1 -11.6 -15.5 -5.4 -16.0 -15.6 -0.3 -1.5 -0.4 -0.8 -16.5 -10.7 -15.1 -5.0 -17.2 3.9 -5.4 -4.2 -3.4 -5.2 -1.4 -5.8 -0.0 -13.6 -13.7 -8.1 -2.7 -4.1 -4.5 -3.2 -3.9 BITCOIN 7.1 20.0 19.7 -0.9 -5.1 0.1 -1.6 -0.2 -1.4 20.0 20.0 20.0 19.3 20.0 20.0 -10.3 -7.5 -8.7 -7.8 20.0 20.0 20.0 20.0 20.0 -20.0 8.6 5.7 6.8 5.6 5.4 7.3 -3.7 20.0 20.0 20.0 20.0 0.6 -3.1 -2.5 -0.3 BOBL 11.6 1.8 2.2 -0.8 -5.3 -0.4 -3.4 0.3 -0.9 -10.9 5.0 -2.1 -1.0 3.0 0.9 -20.0 -7.0 -7.8 -5.4 3.3 3.1 -6.3 1.2 1.4 3.8 1.6 -5.5 1.7 -3.0 1.4 0.5 -3.7 -4.9 3.0 7.9 9.5 -4.9 -13.1 10.0 1.0 BTP 15.2 4.4 3.6 -1.3 -8.4 -0.6 -5.4 0.5 -1.5 -17.9 15.7 4.9 18.4 12.2 12.9 4.1 5.1 5.5 5.2 15.1 14.8 -5.3 14.9 11.0 -20.0 5.4 -7.5 5.4 -2.2 5.3 3.7 15.7 8.1 14.1 20.0 20.0 -2.4 -11.0 14.2 10.8 BUND 13.6 2.2 -0.4 -1.0 -6.3 -0.4 -4.1 0.4 -1.1 -12.4 5.1 -2.4 1.6 2.7 0.7 2.9 -6.5 -8.2 -9.0 3.6 2.9 -9.0 1.5 1.3 0.6 1.7 -6.6 1.6 -3.9 1.5 0.6 -6.5 -8.9 5.2 10.1 9.5 -17.0 -20.0 5.6 -1.7 BUXL 14.0 10.4 2.6 -1.2 -7.5 -0.5 -4.8 0.4 -1.3 -14.0 7.4 -2.7 2.4 6.3 6.6 0.9 -1.0 0.4 -0.3 8.9 5.8 -10.6 1.1 4.6 -3.5 3.2 -6.6 2.4 -4.1 1.6 1.4 5.7 -11.1 6.3 20.0 13.8 -20.0 -20.0 -5.1 -9.2 CAC 11.6 -6.3 -7.1 5.4 -5.7 6.2 -0.5 8.1 3.8 -2.6 -15.4 9.1 -6.0 -0.9 -10.0 -6.2 -3.9 -5.8 -5.1 -7.2 -12.4 6.6 -8.2 3.0 -6.6 -2.8 -0.7 -4.9 3.2 -2.5 1.8 3.8 20.0 -2.3 -20.0 -20.0 4.2 7.4 -4.6 -2.9 CAD -8.0 -12.8 -13.4 -5.9 -5.4 -4.4 -4.7 -1.8 -5.0 -20.0 -20.0 -20.0 -19.6 -20.0 -20.0 -6.2 -4.6 -6.0 -5.4 -20.0 -20.0 -20.0 -15.9 -20.0 1.7 -8.1 -8.5 -6.2 -8.6 -4.1 -8.5 -6.6 -20.0 -20.0 -16.9 -16.6 -6.0 -6.5 -6.9 -7.5 CANOLA -8.3 -7.8 5.6 -0.3 -2.0 -1.4 -0.4 -2.6 0.1 -1.4 -2.2 -0.1 -5.5 -2.5 -1.2 -12.0 -12.4 -13.7 -13.7 -3.1 -2.8 -1.8 -4.5 -2.6 -11.1 -0.3 -2.7 -0.0 -0.6 -1.3 -0.5 -20.0 3.1 -11.0 -1.1 5.3 -8.0 -10.3 -3.5 -4.7 CHF 0.5 -20.0 -14.9 -3.7 -3.4 -2.8 -3.0 -1.1 -3.1 -10.4 -7.8 -9.3 -6.9 -11.1 -11.9 -14.9 -16.0 -15.2 -15.4 -14.7 -10.0 -13.0 -4.8 -13.5 4.2 -4.4 -3.7 -2.8 -3.9 -1.0 -4.0 -20.0 -2.7 -6.7 -8.6 -9.8 -10.0 -8.7 -11.8 -15.1 COCOA 20.0 20.0 12.5 -0.5 -3.5 -2.4 -0.6 -4.4 0.1 12.3 10.8 13.7 10.5 14.2 14.2 3.4 20.0 15.8 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.9 5.5 3.9 5.6 4.2 5.6 20.0 20.0 20.0 20.0 20.0 17.6 20.0 20.0 20.0 COFFEE 7.1 16.4 1.8 -0.6 -4.1 -2.9 -0.7 -5.2 0.1 7.5 14.5 10.5 14.8 13.4 13.6 3.6 4.6 3.0 3.5 20.0 20.0 16.1 17.3 20.0 -20.0 5.5 1.2 4.3 3.0 3.5 5.2 5.9 20.0 20.0 20.0 20.0 -5.1 -5.3 0.4 2.5 COPPER 1.5 -14.1 -4.4 -0.5 -3.0 0.1 -0.9 -0.1 -0.8 -11.6 -9.5 -2.0 -2.7 -8.6 -9.8 -5.9 -3.8 -5.1 -4.3 -7.2 -5.2 -3.5 -0.1 -4.5 -17.1 -1.9 -5.2 -0.3 -1.8 2.0 -1.5 2.5 -4.0 0.4 -5.5 -1.0 6.9 14.2 4.2 20.0 CORN 3.8 4.4 2.3 -0.9 -6.2 -4.4 -1.1 -8.0 0.2 6.9 -20.0 10.3 -20.0 -0.9 -7.2 -7.4 -13.0 -9.5 -12.1 -7.4 -19.3 5.2 -20.0 0.9 -9.9 -5.8 -1.9 -10.1 1.7 -14.6 -1.3 -20.0 20.0 -8.3 -5.8 -11.1 14.5 -1.3 20.0 3.6 COTTON2 -3.0 -6.4 -1.2 -0.8 -5.6 -3.9 -1.0 -7.2 0.2 -19.6 -19.1 -16.8 -20.0 -16.4 -14.6 -14.5 -8.3 -14.3 -12.1 -13.2 -15.1 -16.7 -20.0 -14.9 -20.0 -6.8 -9.1 -5.7 -8.3 -4.7 -7.8 -18.6 -20.0 -8.4 -20.0 -8.1 -19.4 -18.4 -16.9 -13.1 CRUDE_W 1.7 0.0 -5.7 -1.1 2.1 -3.5 3.9 -3.5 1.4 10.2 -11.1 7.7 -8.0 -1.5 -4.6 4.2 9.3 5.1 7.2 -4.5 -8.9 5.4 -6.7 1.1 -1.5 -1.9 2.3 -4.5 3.8 -3.8 1.1 7.2 -5.1 2.0 -2.1 2.5 -2.2 6.5 -0.9 11.6 DAX 20.0 7.9 10.6 5.5 -5.8 6.3 -0.5 8.3 3.9 -7.3 18.5 18.6 19.7 18.6 19.8 -9.0 -9.7 -8.7 -8.9 20.0 20.0 20.0 20.0 20.0 8.0 6.6 -0.6 5.1 5.2 5.4 7.8 -4.7 20.0 20.0 11.6 14.9 20.0 15.0 15.1 3.9 DOW -2.4 7.6 12.9 4.3 -4.5 5.0 -0.4 6.5 3.1 -15.3 14.6 -8.8 16.3 6.5 12.2 -10.7 -10.7 -10.4 -10.3 15.2 20.0 -17.1 20.0 0.6 -14.6 4.1 -8.0 6.5 -5.5 7.4 -0.5 -6.7 -20.0 -15.1 2.4 19.1 -3.8 0.7 -14.8 -9.0 DX -3.7 20.0 20.0 -4.6 -4.2 -3.5 -3.7 -1.4 -3.9 15.0 13.6 14.1 11.5 15.9 16.8 5.6 6.5 5.9 6.1 20.0 18.2 11.9 9.9 17.1 -20.0 5.5 2.4 4.3 2.8 2.2 4.0 12.8 20.0 13.7 20.0 20.0 -4.0 2.7 -2.9 4.3 EUR 1.6 -19.4 -18.2 -3.7 -3.4 -2.7 -2.9 -1.1 -3.1 -7.0 -10.3 -3.1 -7.9 -10.3 -12.0 -6.7 -7.0 -6.7 -6.7 -16.0 -13.0 -6.0 -7.1 -11.4 15.8 -4.5 -1.1 -3.5 -1.6 -1.6 -3.1 -9.8 6.9 -4.3 -7.4 -13.5 2.1 -9.0 2.3 -10.9 EURIBOR-ICE 8.4 3.4 6.4 -0.7 -4.1 -0.3 -2.7 0.2 -0.7 -8.4 8.1 0.2 7.5 5.2 5.7 5.2 0.7 5.0 3.3 7.2 8.4 -3.5 7.7 4.0 10.7 2.7 -4.3 3.2 -1.5 3.0 1.5 10.2 -1.3 2.6 11.5 15.9 -2.3 -12.5 15.9 7.7 EUROSTX 17.4 -3.1 -4.1 5.3 -5.5 6.1 -0.5 7.9 3.7 -3.2 0.4 14.7 11.6 11.1 1.0 0.6 -3.0 -2.2 -3.1 3.9 -0.3 12.2 5.2 12.6 -3.2 1.6 0.0 0.0 5.1 3.3 5.4 6.0 20.0 10.5 -12.9 -13.6 5.8 4.6 -9.9 -10.5 FEEDCOW 13.7 20.0 20.0 -0.9 -6.2 -4.3 -1.1 -7.9 0.2 9.5 10.6 15.5 -7.6 20.0 20.0 4.1 -3.2 9.8 7.4 20.0 17.0 17.3 -0.7 20.0 -14.4 7.4 1.5 3.5 3.8 0.1 7.1 2.8 3.0 20.0 20.0 20.0 18.4 16.5 20.0 20.0 GASOIL -0.6 5.2 -4.6 -1.0 1.9 -3.2 3.5 -3.2 1.2 10.0 -12.6 5.7 -10.1 0.8 -2.5 3.5 6.2 2.5 2.8 -3.0 -8.8 6.6 -8.5 1.8 4.5 -1.7 4.2 -5.1 4.2 -5.3 1.3 0.1 -0.6 0.2 2.8 -6.7 -0.6 -7.7 1.6 -12.1 GASOLINE 0.2 0.3 -2.9 -1.0 1.8 -3.1 3.4 -3.1 1.2 4.2 -8.7 4.6 -4.4 -1.9 -1.7 -8.7 17.5 0.0 10.4 -2.5 -5.2 2.5 -3.2 0.7 -20.0 0.3 -1.9 -0.9 1.8 -0.2 1.4 18.3 -4.6 0.8 -1.0 8.2 2.7 8.5 7.3 15.4 GAS_US_mini 0.4 7.7 16.0 -0.7 1.4 -2.3 2.5 -2.3 0.9 0.9 -10.6 -3.9 -13.3 -0.4 -3.2 12.5 -20.0 -20.0 -20.0 -1.4 -4.7 1.3 -10.3 0.6 20.0 -2.2 0.4 -3.6 0.1 -5.6 -1.0 -20.0 0.1 -1.1 -0.7 -1.5 -8.1 -13.8 -6.0 -11.7 GBP 7.1 -18.5 -12.3 -5.4 -4.9 -4.0 -4.3 -1.6 -4.5 0.0 -6.7 6.4 4.4 -8.5 -14.2 0.8 -0.1 0.6 0.3 -13.0 -7.5 -2.5 1.4 -7.9 -0.9 -4.8 -0.1 -2.3 -1.0 1.6 -3.0 2.1 17.8 6.1 0.1 2.7 5.6 -10.6 19.4 -10.0 GOLD_micro -1.2 -20.0 -6.5 -0.4 -2.2 0.1 -0.7 -0.1 -0.6 -7.5 5.5 -3.8 9.1 -2.5 0.9 -9.1 -12.7 -10.8 -11.6 1.6 6.7 -1.6 10.8 -0.4 -10.5 0.9 -2.3 3.4 -0.6 5.3 -0.2 -11.6 -0.4 5.6 -0.8 8.3 20.0 4.0 20.0 9.0 HEATOIL -1.1 2.1 -2.8 -0.9 1.8 -3.1 3.4 -3.1 1.2 10.5 -13.3 6.7 -12.7 -1.2 -6.7 4.4 2.9 0.7 -0.5 -4.3 -9.5 6.2 -10.1 0.7 -20.0 -1.6 3.4 -4.1 3.7 -4.7 0.6 -6.1 0.4 -2.1 -0.2 1.6 -1.7 1.7 0.3 2.3 JGB-SGX-mini -4.4 -20.0 -7.7 -0.9 -5.5 -0.4 -3.5 0.3 -1.0 -10.6 -2.4 -10.6 0.4 -12.8 -11.5 19.1 14.0 16.1 14.9 -12.0 -6.8 -6.5 -1.7 -10.6 -13.9 -3.9 -2.1 -2.4 -2.3 -1.3 -3.5 20.0 12.0 -15.0 -9.5 -3.7 -20.0 -17.6 -20.0 -13.6 JPY 13.1 -7.6 -9.7 -2.7 -2.4 -2.0 -2.1 -0.8 -2.2 -6.9 -4.1 -3.7 -5.5 -1.8 -6.8 -10.3 -13.3 -10.7 -11.6 -5.7 -5.7 -6.8 -6.5 -4.4 20.0 -1.8 -3.0 -1.7 -2.6 -2.2 -1.6 -19.5 -10.5 5.9 3.3 -2.5 -10.6 -20.0 -7.4 -20.0 LEANHOG -11.6 0.2 20.0 -0.9 -6.1 -4.3 -1.1 -7.9 0.2 -20.0 13.5 -14.6 6.1 -2.7 16.7 -20.0 4.7 -17.3 2.8 13.3 16.3 -14.5 6.0 -1.9 -0.9 6.8 -5.7 7.0 -3.6 3.4 1.8 8.7 -20.0 15.3 20.0 20.0 7.7 -6.1 12.2 0.1 LIVECOW 2.7 -5.8 10.7 -0.9 -6.5 -4.5 -1.2 -8.3 0.2 6.5 20.0 11.8 18.9 11.1 20.0 3.2 4.6 -1.1 1.9 14.8 16.3 14.9 16.3 15.1 -20.0 6.8 2.1 6.4 7.9 7.0 8.0 5.3 12.0 20.0 12.0 20.0 -1.4 16.9 3.8 20.0 LUMBER-new -20.0 8.6 17.4 -0.7 -4.9 -3.4 -0.9 -5.9 0.1 -15.1 5.4 -17.8 -4.0 -7.1 5.9 -20.0 -19.2 -20.0 -19.7 2.6 6.5 -20.0 -1.3 -14.6 NaN 0.4 -9.0 2.2 -9.4 0.1 -5.4 -20.0 -20.0 -20.0 10.7 15.0 14.0 4.2 19.8 12.1 MILK 13.7 -20.0 -8.2 -0.5 -3.6 -2.6 -0.6 -4.7 0.1 12.2 2.6 11.3 6.1 -1.6 -7.6 3.7 -2.4 7.3 6.5 -4.8 -0.8 13.5 4.1 3.5 14.5 -1.4 5.5 -0.4 5.0 0.9 1.7 2.5 20.0 10.5 -14.5 -6.6 -10.4 -20.0 -6.2 -20.0 MXP 9.8 2.9 -12.4 -4.3 -3.9 -3.2 -3.4 -1.3 -3.6 3.5 -14.9 13.4 -13.2 2.2 -8.2 11.6 13.2 11.7 11.8 -6.5 -15.2 4.7 -14.5 2.0 -20.0 -3.1 0.1 -7.2 2.4 -6.6 1.1 20.0 19.3 9.2 12.3 -1.0 11.8 20.0 18.5 20.0 NASDAQ_micro 15.0 13.6 13.6 4.0 -4.2 4.6 -0.4 6.0 2.8 10.6 14.1 14.1 14.1 14.7 15.3 -10.8 -10.0 -10.1 -9.7 20.0 18.6 20.0 19.4 20.0 -20.0 5.7 6.4 5.5 6.4 6.6 6.1 -5.5 20.0 15.8 14.0 13.6 10.4 4.5 -3.2 -8.8 NIKKEI 7.1 4.6 8.4 4.5 -4.8 5.2 -0.5 6.8 3.2 -10.2 8.2 10.4 8.9 9.4 13.8 11.1 7.3 6.7 6.2 7.6 6.6 7.1 10.8 9.1 -10.6 2.6 -1.2 0.2 3.8 3.3 4.8 20.0 13.7 0.4 -2.6 -7.4 20.0 15.8 20.0 19.7 NZD -1.9 -16.1 -12.4 -3.7 -3.4 -2.8 -3.0 -1.1 -3.1 -11.8 -11.1 -12.8 -6.1 -13.5 -13.6 -1.6 -0.5 -1.2 -0.8 -14.6 -10.5 -13.1 -5.4 -14.4 2.1 -4.7 -3.7 -3.2 -4.5 -1.5 -4.8 0.8 -10.4 -10.2 -5.7 -2.7 -6.1 -4.0 -5.9 -0.2 OAT 12.4 1.5 -1.2 -1.0 -6.5 -0.5 -4.1 0.4 -1.1 -13.7 2.9 -1.0 -1.9 5.6 -0.6 -15.5 2.5 -3.5 0.3 2.1 0.2 -8.1 -1.6 1.4 4.2 1.4 -9.3 0.8 -4.7 0.6 0.5 9.7 3.5 -0.7 8.2 8.2 -1.9 -13.8 17.6 5.6 OATIES -4.6 -14.3 16.6 -0.4 -3.0 -2.1 -0.5 -3.9 0.1 -0.1 0.5 -1.9 -6.1 -7.0 3.7 -16.6 -1.7 -9.9 -4.7 -0.5 1.7 0.5 -0.5 -2.2 -20.0 -1.3 1.4 0.2 -0.2 -0.1 -2.0 -5.8 -6.0 -4.0 -7.6 10.8 20.0 5.7 20.0 14.0 OJ 14.8 4.9 8.9 -0.9 -5.9 -4.2 -1.1 -7.6 0.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.8 19.0 16.1 20.0 20.0 20.0 20.0 20.0 -20.0 8.1 13.1 7.4 10.6 9.5 9.3 20.0 20.0 20.0 20.0 20.0 18.6 8.8 20.0 20.0 PALLAD -7.9 -14.7 6.0 -0.4 -1.9 0.1 -0.6 -0.1 -0.5 -8.2 -1.6 -7.3 -3.8 -8.1 -5.2 -1.9 -2.1 -2.0 -2.0 -4.2 -1.3 -6.1 -2.8 -5.9 14.5 -1.3 -3.7 0.0 -2.8 -0.6 -2.5 5.8 -7.6 -6.5 -1.6 0.3 -16.9 -20.0 -20.0 -20.0 PLAT -6.4 -13.6 -1.5 -0.6 -3.2 0.1 -1.0 -0.1 -0.9 1.7 -9.9 -7.8 -5.0 -13.5 -9.8 -5.6 -4.6 -4.9 -4.7 -8.6 -5.0 -4.7 -2.3 -8.5 6.5 -4.5 -0.5 -2.5 -2.9 -1.2 -4.9 1.3 -8.7 -16.7 -12.7 -11.2 8.7 -8.9 3.2 -3.2 REDWHEAT -0.6 -10.8 -1.2 -0.9 -5.9 -4.1 -1.0 -7.5 0.2 -0.4 -20.0 -0.7 -20.0 -13.3 -16.4 -10.4 -8.2 -10.6 -10.0 -15.6 -18.3 -2.3 -20.0 -8.8 -3.2 -6.3 -3.6 -7.2 -1.0 -8.1 -3.3 -16.9 14.5 -5.2 -20.0 -9.5 -20.0 -20.0 -16.1 -20.0 RICE 3.1 -2.7 -8.7 -0.8 -5.7 -4.0 -1.0 -7.4 0.2 -16.6 -2.4 -11.2 8.4 5.4 -4.1 -9.0 15.0 -7.5 3.3 -4.9 -5.0 -7.4 2.1 -4.1 -16.2 -5.1 -4.5 -4.6 -5.0 -1.3 -4.3 17.3 -20.0 -10.4 -13.8 -15.6 -9.0 -20.0 -9.4 -20.0 ROBUSTA 6.3 -5.7 -20.0 -0.3 -2.0 -1.4 -0.4 -2.6 0.1 5.6 5.6 1.9 6.8 3.3 3.4 3.7 20.0 10.8 17.5 6.7 7.5 4.8 9.7 6.6 -20.0 2.2 0.5 2.6 1.2 3.8 2.0 20.0 11.2 17.0 13.6 11.6 6.3 2.2 10.1 8.2 RUSSELL -3.6 11.0 11.4 4.0 -4.2 4.6 -0.4 6.1 2.9 -12.9 11.8 -8.0 13.5 6.3 10.8 -6.3 -6.4 -6.3 -6.2 11.9 14.6 -10.6 13.1 1.5 1.3 4.2 -4.7 5.8 -3.3 5.9 0.4 0.6 -18.6 -11.5 10.3 13.3 -8.6 -11.7 -20.0 -20.0 SHATZ 3.3 0.0 9.0 -0.6 -4.1 -0.3 -2.6 0.2 -0.7 -8.6 6.0 -4.1 0.9 1.8 1.6 -20.0 -20.0 -20.0 -20.0 3.0 4.5 -4.8 2.0 0.2 5.9 1.6 -4.3 2.6 -2.6 1.8 0.1 -20.0 -1.5 -1.4 6.4 11.1 -5.0 -13.3 5.7 -4.4 SILVER-mini -0.8 -13.2 1.9 -0.6 -3.0 0.1 -1.0 -0.1 -0.9 -12.9 2.4 -3.9 8.0 -9.5 -1.4 -6.0 -6.4 -6.0 -6.0 -1.3 3.6 -6.2 8.0 -3.3 -3.2 0.2 -6.2 2.4 -3.0 4.1 -1.1 -1.3 -5.6 -1.2 -2.6 4.7 5.3 -1.6 -0.9 7.3 SMI 2.9 -15.9 -15.1 4.4 -4.6 5.1 -0.4 6.6 3.1 -0.3 -2.2 1.8 9.5 -10.0 -11.0 0.8 0.4 0.4 -0.0 -10.4 -6.1 -2.4 3.6 -6.7 9.8 -4.0 0.4 -1.0 -1.1 4.2 -2.9 11.5 -3.3 -9.5 -20.0 -20.0 -6.0 1.6 -15.9 -11.1 SOFR 9.6 -14.9 -20.0 -1.1 -6.9 -0.5 -4.4 0.4 -1.2 -13.8 -4.0 -10.1 2.2 -9.7 -13.1 -0.9 -0.0 -0.0 0.2 -13.3 -9.7 -15.8 -2.9 -10.8 -6.6 -4.8 -5.7 -3.6 -4.9 -1.0 -4.0 7.1 -2.0 -15.3 -18.2 -20.0 -2.8 -5.7 14.1 14.8 SOYBEAN -1.6 -2.7 -10.0 -0.8 -5.2 -3.7 -0.9 -6.7 0.1 -16.2 -19.9 -15.0 -19.3 -17.3 -18.6 -2.8 0.1 -2.5 -2.6 -18.6 -20.0 -13.2 -20.0 -13.8 -20.0 -7.4 -10.1 -9.4 -5.8 -10.6 -5.6 -4.0 -15.5 -18.0 -14.8 -16.5 4.3 -6.6 7.9 -0.6 SOYMEAL 5.5 -10.2 -9.2 -0.8 -5.1 -3.6 -0.9 -6.6 0.1 -14.2 -19.8 -13.0 -19.4 -17.8 -19.6 -13.7 -1.4 -9.6 -6.0 -17.8 -20.0 -6.5 -20.0 -10.8 -20.0 -6.4 -3.1 -7.4 -2.4 -6.8 -3.7 -7.4 -6.1 -1.1 -20.0 -15.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.8 -0.8 14.3 -0.3 -2.1 -1.5 -0.4 -2.7 0.1 -5.3 -1.6 -5.0 -6.0 -6.1 -2.0 -3.5 -0.1 -2.2 -1.2 -2.1 -1.2 -4.9 -3.5 -4.0 -15.2 -0.9 -3.6 -0.3 -2.4 -1.0 -2.1 -2.5 -4.4 -15.2 -0.7 4.6 4.4 -5.1 10.1 0.9 SP400 -4.1 9.8 12.2 4.4 -4.6 5.0 -0.4 6.6 3.1 -15.3 12.7 -8.8 15.5 4.8 11.1 -8.4 -6.8 -7.8 -7.2 13.6 16.9 -14.3 16.2 1.1 -11.4 4.6 -6.9 6.2 -4.1 6.5 0.5 -0.6 -20.0 -8.8 9.7 17.3 -4.7 -6.6 -19.5 -20.0 SP500_micro 7.6 12.8 19.0 5.6 -5.9 6.5 -0.6 8.5 4.0 -13.4 20.0 14.0 20.0 19.7 20.0 -12.9 -12.0 -12.1 -11.8 20.0 20.0 5.9 20.0 18.7 -20.0 7.8 -1.6 10.4 0.7 13.3 4.3 -9.1 6.3 -1.0 7.2 20.0 2.8 3.9 -14.7 -12.3 SUGAR11 -12.9 -11.2 14.0 -0.7 -4.5 -3.2 -0.8 -5.8 0.1 -15.9 5.4 -16.5 -5.8 -16.0 2.5 20.0 20.0 20.0 20.0 -4.4 2.5 -20.0 1.2 -14.0 -20.0 -0.0 -17.0 2.2 -10.0 0.8 -4.5 20.0 -20.0 -14.6 -5.3 19.3 -20.0 0.7 -20.0 4.1 US10 11.0 -11.6 -18.7 -0.8 -4.9 -0.3 -3.2 0.3 -0.9 -10.3 -4.5 -5.8 -0.7 -5.0 -8.9 -2.7 -6.1 -3.9 -4.9 -8.4 -7.1 -9.4 -4.0 -6.0 1.9 -3.2 -3.9 -2.6 -3.2 -1.0 -2.5 -2.6 1.3 -7.8 -10.1 -13.9 -7.7 -14.9 5.5 9.4 US10U 9.7 -8.9 -15.9 -1.0 -6.2 -0.4 -4.0 0.4 -1.1 -12.8 -5.8 -7.0 -0.7 -5.5 -10.9 -4.6 -3.8 -4.5 -4.3 -8.9 -7.7 -11.7 -4.8 -6.9 -1.7 -4.0 -5.0 -3.3 -4.1 -1.4 -3.1 -0.4 1.5 -9.2 -9.8 -15.9 -5.7 -10.7 13.6 16.5 US2 12.1 -20.0 -19.2 -0.9 -5.6 -0.4 -3.6 0.3 -1.0 -11.0 -5.8 -2.1 -4.0 -6.8 -11.0 -16.3 -20.0 -18.9 -20.0 -13.9 -11.3 -8.5 -7.9 -8.3 19.7 -3.7 -3.5 -2.6 -2.8 -1.1 -2.8 -20.0 8.4 -11.4 -15.3 -13.7 -10.1 -14.7 -1.2 -6.2 US20 8.3 -7.2 -16.1 -0.7 -4.4 -0.3 -2.8 0.3 -0.8 -9.3 -4.2 -7.0 1.4 -4.9 -8.0 -0.8 -1.3 -1.3 -1.4 -6.1 -5.1 -10.1 -2.9 -5.6 -3.3 -3.0 -4.3 -2.3 -3.7 -0.8 -2.7 4.8 -2.2 -9.7 -6.4 -11.7 -2.3 -6.7 20.0 18.6 US30 7.4 -4.6 -12.6 -0.7 -4.5 -0.3 -2.9 0.3 -0.8 -8.6 -5.1 -6.7 -0.2 -4.1 -7.8 -5.2 -4.4 -3.9 -4.0 -5.1 -4.5 -8.9 -3.3 -4.9 -2.3 -2.8 -4.0 -2.3 -3.6 -1.1 -2.5 -0.2 0.3 -7.5 -3.3 -9.4 -2.2 -6.9 20.0 15.7 US5 11.3 -15.8 -20.0 -0.9 -5.8 -0.4 -3.7 0.3 -1.0 -12.1 -5.9 -7.1 -3.3 -7.8 -11.4 -5.2 -9.2 -6.6 -7.9 -12.4 -10.3 -11.1 -5.9 -8.6 7.9 -3.8 -4.3 -2.9 -3.4 -1.1 -2.8 -8.0 3.0 -9.0 -13.1 -16.0 -5.3 -11.9 6.7 6.7 VIX -0.2 -13.0 -5.7 -3.0 7.5 -2.4 4.9 -4.8 -0.1 20.0 -18.1 11.8 -18.0 -15.3 -18.3 -20.0 -20.0 -19.0 -19.7 -10.6 -9.3 6.3 -14.5 -4.4 NaN -3.7 7.9 -2.8 4.7 -5.7 -0.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.6 -11.9 -2.6 -0.9 -6.1 -4.3 -1.1 -7.8 0.2 -15.8 -20.0 -13.9 -19.8 -18.6 -16.9 -15.1 -14.6 -14.4 -14.4 -19.1 -19.8 -10.5 -20.0 -15.2 6.0 -7.5 -6.7 -7.2 -4.3 -7.1 -5.9 -20.0 0.9 -13.0 -20.0 -11.9 -17.9 -20.0 -12.7 -19.1 End of report for caleb_strategy_v3